Use a standard Borel probability space so that conditional measures can be realized by measures. The disintegration theorem for a probability measure states the following. For a measurable map between standard Borel spaces and , there is a measurable probability kernel , unique for -almost every , such that
Measurability means is measurable for every Borel set . More generally
for integrable , with equality of the last expression almost everywhere. The are the conditional measures of a factor. This also defines conditional measures for a countably generated sub-sigma-algebra, or a measurable partition represented by such a map. Sigma-algebras are considered modulo null sets where necessary.
For an invariant probability measure, disintegrate over the invariant sigma-algebra . On a standard probability space it can be represented, modulo null sets, by a countably generated measurable factor . One justification for this countability is the separability of : a countable dense family of -measurable functions generates modulo null sets. The resulting conditional measures are the ergodic components:
Their invariance is one of the permitted facts. It remains to prove that almost every component is ergodic, rather than simply invariant.
Choose a countable generating algebra generating the Borel sigma-algebra of . Apply the Birkhoff ergodic theorem simultaneously to its indicators. For -almost every and all ,
Disintegration transfers this common full-measure set to -almost every , for -almost every . On that fiber the conditional expectation is constant and equals . Thus, simultaneously for every ,
Fix such a , for which is also invariant. Applying the Birkhoff ergodic theorem to the system with measure identifies these limits with
Finite linear combinations of the algebra's indicators are dense in , by the Monotone class theorem. Since conditional expectation is an contraction, its projection onto invariant functions consequently sends every function to its constant integral. In particular, for any -invariant set ,
and so . This proves almost every component is ergodic. The countable-test proof of ergodicity of conditional components avoids taking an invalid intersection of uncountably many full-measure sets.
For rotation by , take the quotient map . Its fibers are exactly the five-point orbits. The ergodic components of a rational circle rotation are therefore
Equivalently the component through is . To check the disintegration, for bounded measurable use the change of variables on the five consecutive fifth-intervals:
The rotation cyclically permutes the five atoms, preserving their equal masses. A set invariant modulo must contain all or none of this finite orbit, since every atom has positive mass. Thus each is ergodic. Finally, the invariant sigma-algebra is the pullback under : a function invariant under translation by is constant on each orbit and is a measurable function of . This confirms that these are the conditional measures over , not merely some decomposition into invariant measures.