So, let’s fix a compact metric space ${X}$ and a transformation ${T: X \rightarrow X}$ which is continuous. We defined the space ${M(X,T)}$ of probability Borel measures which are ${T}$-invariant, showed it was nonempty, and proved that the extreme points correspond to ergodic measures (i.e. measures with respect to which ${T}$ is ergodic). We are interested in knowing what ${M(X,T)}$ looks like, based solely on the topological properties of ${T}$. Here are some techniques we can use:

1) If ${T}$ has no fixed points, then ${\mu \in M(X,T)}$ cannot have any atoms (i.e. ${\mu(\{x\})=0, x \in X}$). Otherwise ${\{x, Tx , T^2x, \dots \}}$ would have infinite measure.

2) The set of recurrent points in ${X}$ (i.e. ${x \in X}$ such that there exists a sequence ${n_i \rightarrow \infty}$ with ${T^{n_i}x \rightarrow x}$) has ${\mu}$-measure one. We proved this earlier.

3) The set of non-wandering points has measure one. We define this notion now. Say that ${x \in X}$ is wandering if there is a neighborhood ${U}$ of ${X}$ such that ${T^{-n}(U) \cap U = \emptyset, \forall n \in \mathbb{N}}$. In other words, the family of sets ${T^{i}(U), i \in \mathbb{Z}_{\geq 0}}$ is disjoint. If not, say that ${x}$ is non-wandering. Any recurrent point, for instance, is non-wandering, which implies that the set of non-wandering points has measure one.

Here is an example. (more…)