Skip to main content

All Questions

Filter by
Sorted by
Tagged with
1 vote
1 answer
144 views

Lipschitz-type inequalities for Markov kernels

Let $K(\cdot\mid\cdot)$ be a Markov kernel. For a measure probability $\mu$, denote by $\mu K$ the probability measure induced by $K$ and $\mu$, i.e. $(\mu K)(A):=\int_\Omega \mu(d\omega)K(A\mid\omega)...
Michele's user avatar
  • 333