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  2. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    The values of a stationary distribution ... It is always true that ... The state of any single enzyme follows a Markov chain, ...

  3. Discrete-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Discrete-time_Markov_chain

    A Markov chain with two states, A and E. In probability, a discrete-time Markov chain (DTMC) is a sequence of random variables, known as a stochastic process, in which the value of the next variable depends only on the value of the current variable, and not any variables in the past.

  4. Markov model - Wikipedia

    en.wikipedia.org/wiki/Markov_model

    A Tolerant Markov model (TMM) is a probabilistic-algorithmic Markov chain model. [6] It assigns the probabilities according to a conditioning context that considers the last symbol, from the sequence to occur, as the most probable instead of the true occurring symbol. A TMM can model three different natures: substitutions, additions or deletions.

  5. Stochastic matrix - Wikipedia

    en.wikipedia.org/wiki/Stochastic_matrix

    Intuitively, a stochastic matrix represents a Markov chain; the application of the stochastic matrix to a probability distribution redistributes the probability mass of the original distribution while preserving its total mass. If this process is applied repeatedly, the distribution converges to a stationary distribution for the Markov chain.

  6. Balance equation - Wikipedia

    en.wikipedia.org/wiki/Balance_equation

    For a continuous time Markov chain (CTMC) with transition rate matrix, if can be found such that for every pair of states and π i q i j = π j q j i {\displaystyle \pi _{i}q_{ij}=\pi _{j}q_{ji}} holds, then by summing over j {\displaystyle j} , the global balance equations are satisfied and π {\displaystyle \pi } is the stationary ...

  7. Markov chain central limit theorem - Wikipedia

    en.wikipedia.org/wiki/Markov_chain_central_limit...

    The Markov chain central limit theorem can be guaranteed for functionals of general state space Markov chains under certain conditions. In particular, this can be done with a focus on Monte Carlo settings. An example of the application in a MCMC (Markov Chain Monte Carlo) setting is the following: Consider a simple hard spheres model on a grid.

  8. Markov Chains and Mixing Times - Wikipedia

    en.wikipedia.org/wiki/Markov_Chains_and_Mixing_Times

    A Markov chain is a stochastic process defined by a set of states and, for each state, a probability distribution on the states. Starting from an initial state, it follows a sequence of states where each state in the sequence is chosen randomly from the distribution associated with the previous state.

  9. Continuous-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Continuous-time_Markov_chain

    We say is Markov with initial distribution and rate matrix to mean: the trajectories of are almost surely right continuous, let be a modification of to have (everywhere) right-continuous trajectories, (()) = + almost surely (note to experts: this condition says is non-explosive), the state sequence (()) is a discrete-time Markov chain with ...