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Created by Knut M. Synstadfrom the Noun Project

Transition Kernel

Definition (Transition kernel)

Given a Stationary Markov chain, the transition kernel, P=(pij:i,j∈S)P=(p_{ij}:i,j\in S)is the collection of probabilities of all possible state transitions where pijp_{ij} is the probability of transitioning into state jj when in state ii. PP is a stochastic matrix is the sense that

  1. Pij≥0P_{ij}\ge0
  2. ∑j∈Spij=1\sum_{j\in S}p_{ij}=1 (note that we’re only summing over a row and not a column)

Linked from

Controlled Markov Chain

Markov Decision Process

Partially Observable Markov Decision Process

Maximal Likelihood Estimator

Metropolis Hastings Algorithm

Discrete Communication Channel

Discrete Memoryless Channel

Stationary Distribution

Accessible

Communication

Detailed Balance

Invariant Distribution

Invariant Measure

Irreducible

Joint Markov Chain

Markov chain

Convergence to Equilibrium

Dobrushin's Ergodic Coefficient

Hitting Time