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In mathematics, a G-measure is a measure that can be represented as the weak-∗ limit of a sequence of measurable functions . A classic example is the Riesz product
where . The weak-∗ limit of this product is a measure on the circle , in the sense that for :
It was Keane who first showed that Riesz products can be regarded as strong mixing invariant measure under the shift operator . These were later generalized by Brown and Dooley to Riesz products of the form
Brown, G.; Dooley, A. H. (1991). "Odometer actions on G-measures". Ergodic Theory and Dynamical Systems. 11 (2): 279–307. doi:10.1017/s0143385700006155.