Dear Gabin,
Yes, your intuition is correct! A probability kernel is simply a convenient representation of the conditional probability distribution of two discrete random variables. This representation is especially useful for studying Markov processes, as we can infer certain properties by studying matrix products and/or the spectrum of the probability kernels.
Best,
Thomas
Yes, your intuition is correct! A probability kernel is simply a convenient representation of the conditional probability distribution of two discrete random variables. This representation is especially useful for studying Markov processes, as we can infer certain properties by studying matrix products and/or the spectrum of the probability kernels.
Best,
Thomas
