In many important actions of groups there are no invariant measures. For example: the action of a free group on its boundary and the action of any discrete infinite group on itself. The problem we will discuss in this talk is 'On a given action, how invariant measure can be? '. Our measuring of non-invariance will be based on entropy (f-divergence).

In the talk I will describe the solution of this problem for the Free group acting on its boundary and on itself. For doing so we will introduce the notion of ultra-limit of $G$-spaces, and give a new description of the Poisson-Furstenberg boundary of $(G,k)$ as an ultra-limit of $G$ action on itself, with 'Abel sum' measures. Another application will be that amenable groups possess KL-almost-invariant measures (KL stands for the Kullback-Leibler divergence). All relevant notions, including the notion of Poisson-Furstenberg boundary and the notion of Ultra-filters will be explained during the talk. This is a master thesis work under the supervision of Yehuda Shalom.