ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $T : \Omega \to \Omega$ is a D201: Measurable map on $P$
Then the following statements are equivalent
(1) $T$ is a D3120: Probability-preserving endomorphism on $P$
(2) \begin{equation} \forall \, f \in \mathfrak{L}^1(P \to \mathbb{C}) : \int_{\Omega} f \, d \mathbb{P} = \int_{\Omega} f \circ T \, d \mathbb{P} \end{equation}
(3) \begin{equation} \forall \, f \in \mathfrak{L}^2(P \to \mathbb{C}) : \int_{\Omega} f \, d \mathbb{P} = \int_{\Omega} f \circ T \, d \mathbb{P} \end{equation}
Formulation 2
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $T : \Omega \to \Omega$ is a D201: Measurable map on $P$
Then the following statements are equivalent
(1) $T$ is a D3120: Probability-preserving endomorphism on $P$
(2) \begin{equation} \forall \, f \in \mathfrak{L}^1(P \to \mathbb{C}) : \mathbb{E}(f) = \mathbb{E}(f \circ T) \end{equation}
(3) \begin{equation} \forall \, f \in \mathfrak{L}^2(P \to \mathbb{C}) : \mathbb{E}(f) = \mathbb{E}(f \circ T) \end{equation}