Invariant
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A property or quantity is invariant under a transformation if it remains unchanged when that transformation is applied.
Definition
Let $T: X \to X$ be a transformation on a set $X$. A subset $A \subseteq X$ is invariant under $T$ if:
$$ T(A) = A $$More generally, a function $f: X \to Y$ is invariant under $T$ if:
$$ f(T(x)) = f(x) \quad \text{for all } x \in X $$Examples
Translation invariance: A measure $\mu$ on $\mathbb{R}^n$ is translation invariant if $\mu(A + x) = \mu(A)$ for all measurable sets $A$ and all $x \in \mathbb{R}^n$. Lebesgue measure has this property.
Rotation invariance: A function $f: \mathbb{R}^2 \to \mathbb{R}$ is rotation invariant if $f(x, y)$ depends only on $\sqrt{x^2 + y^2}$.
Group invariants: In group theory, an invariant is a quantity that remains unchanged under the action of a group.