Markov kernel: Difference between revisions

Revision as of 12:53, 3 July 2019

Revision as of 12:59, 3 July 2019

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== Generalizations ==

[[Transition kernel]]s generalize Markov kernels in the sense that for all <math>x \in X</math>, the map

:<math> B \mapsto \kappa(x, B| x) </math>

iscan notbe necessarilyany atype probabilityof measure, but cannot benecessarily anya type ofprobability measure.

== References ==