Markov kernel: Difference between revisions

Revision as of 14:02, 22 April 2019

Revision as of 20:39, 22 April 2019

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We then define

:<math> \kappa(\{j\} | i) = K_{ji} = P(j|i), \qquad \forall i \in X, \quad \forall B \in \mathcal B</math>.

Again the transition probability, the stochastic matrix and the Markov kernel are equivalent reformulations.a

===Markov kernel defined by a kernel function and a measure ===