Empirical measure (${\nu }_N=\frac{1}{N}{\sum }_{j=0}^{N-1}{\delta }_{x_j}$)

For observations or orbit points $x_0,\dots ,x_{N-1}$, the empirical measure is ${\nu }_N=N^{-1}{\sum }_{j=0}^{N-1}{\delta }_{x_j}$. Integrating a test function gives its sample average. For orbit points $x_j=T^{j}x$, the difference between $T_{\ast }{\nu }_N$ and ${\nu }_N$ telescopes to $({\delta }_{T^{N}x}-{\delta }_x)/N$, so on a compact metric space with continuous $T$, every weak limit is invariant.