Markov kernel: Difference between revisions

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In [[probability theory]], a '''Markov kernel''' (also known as a '''stochastic kernel''' or '''probability kernel''') is a map that in the general theory of [[Markov process]]es, plays the role that the [[Stochastic matrix|transition matrix]] does in the theory of Markov processes with a [[finite set|finite]] [[state space]].<ref>{{Cite journal | last1 = Reiss | first1 = R. D. | title = A Course on Point Processes | doi = 10.1007/978-1-4613-9308-5 | series = Springer Series in Statistics | year = 1993 | isbn = 978-1-4613-9310-8 }}</ref>

== Formal definition ==