Documentation

Atlas.TheoryOfProbability.code.TransitionProbability

@[reducible, inline]

A transition probability from α to β is a function p : α × 𝓢_β → ℝ such that (1) for each x ∈ α, A ↦ p(x, A) is a probability measure on (β, 𝓢_β), and (2) for each A ∈ 𝓢_β, the map x ↦ p(x, A) is measurable. In Mathlib this is precisely an IsMarkovKernel.

Instances For