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Pushforward Measure

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Definition
MeasureTheory

Let (X,F,μ)(X,\mathcal{F},\mu) be a measure space and let (Y,G)(Y,\mathcal{G}) be a measurable space and let T:(X,F)(Y,G)T:(X,\mathcal{F})\to(Y,\mathcal{G}) be a measurable. We define the pushforward measure of μ\mu under TT as T#μ(A)=μ(T1(A))T_{\#}\mu(A)=\mu(T^{-1}(A))AG\forall A\in\mathcal{G}.

Note

(Y,G,T#μ)(Y,\mathcal{G},T_{\#}\mu) is a measure space.

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