In WPF MVVM we might want to send a message from one View Model to another. For example if we want to close a window and return data to the opener window. To allow such data exchange we can use a messaging system.
For that we have the EventAggregator pattern.
The EventAggregator class is going to store all instances that are being tracked. So when a message is published all those listed instances are going to be notified.