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Probability Kernels Between Measurable Spaces

A probability kernel assigns to each point of one measurable space a probability measure on another, measurably in the point.

Statement

In the setting of The Real Numbers: Standing Notation and Background, let (Y,Y)(Y,\mathcal{Y}) and (Z,Z)(Z,\mathcal{Z}) be measurable spaces.

(Probability kernel) A probability kernel from (Y,Y)(Y,\mathcal{Y}) to (Z,Z)(Z,\mathcal{Z}) is a function κ:Y×Z→R\kappa:Y\times\mathcal{Z}\to\mathbb{R} such that, for every y∈Yy\in Y, the function κy=κ(y,⋅):Z→R\kappa_{y}=\kappa(y,\cdot):\mathcal{Z}\to\mathbb{R} is a probability measure on (Z,Z)(Z,\mathcal{Z}), its values lying in [0,1][0,1] by Basic Properties of a Measure §monotone, and, for every B∈ZB\in\mathcal{Z}, the function κ(⋅,B):Y→R\kappa(\cdot,B):Y\to\mathbb{R} is measurable with respect to Y\mathcal{Y}.

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