A probability kernel assigns to each point of one measurable space a probability measure on another, measurably in the point.
In the setting of The Real Numbers: Standing Notation and Background, let and be measurable spaces.
(Probability kernel) A probability kernel from to is a function such that, for every , the function is a probability measure on , its values lying in by Basic Properties of a Measure §monotone, and, for every , the function is measurable with respect to .
Loading…
No relations recorded yet.