Transition Kernel and Transition matrix

Asked Mar 16 '18 at 07:18

Active Mar 16 '18 at 07:51

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I know that this question might sound too vague, but what is the difference between a transition matrix and transition kernel. In my stochastic processes class we mentioned the transition matrix with its properties, but I am not aware of the transition kernel.

Also, I am working with hidden Markov models and observation kernels are mentions. What does observation kernel refer to?

edited Mar 16 '18 at 07:51

asked Mar 16 '18 at 07:18

Anna

1

A transition matrix is a transition kernel on a finite space. On a finite space, there is a matrix representation. – I was suspended for talking Mar 16 '18 at 07:53
Yes I am working with a finite state space S={1,...,k} Do you have any reference for this statement? – Anna Mar 16 '18 at 07:54
@Sisyphus As the books I am looking at mention transition kernels even when working with finite state spaces. – Anna Mar 16 '18 at 08:00

Transition Kernel and Transition matrix

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