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  2. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    The simplest stochastic models of such networks treat the system as a continuous time Markov chain with the state being the number of molecules of each species and with reactions modeled as possible transitions of the chain. [64] Markov chains and continuous-time Markov processes are useful in chemistry when physical systems closely approximate ...

  3. Transition-rate matrix - Wikipedia

    en.wikipedia.org/wiki/Transition-rate_matrix

    In probability theory, a transition-rate matrix (also known as a Q-matrix, [1] intensity matrix, [2] or infinitesimal generator matrix [3]) is an array of numbers describing the instantaneous rate at which a continuous-time Markov chain transitions between states.

  4. Stochastic matrix - Wikipedia

    en.wikipedia.org/wiki/Stochastic_matrix

    In mathematics, a stochastic matrix is a square matrix used to describe the transitions of a Markov chain. Each of its entries is a nonnegative real number representing a probability. [1] [2]: 10 It is also called a probability matrix, transition matrix, substitution matrix, or Markov matrix.

  5. Continuous-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Continuous-time_Markov_chain

    This Markov chain is irreducible, because the ghosts can fly from every state to every state in a finite amount of time. Due to the secret passageway, the Markov chain is also aperiodic, because the ghosts can move from any state to any state both in an even and in an uneven number of state transitions.

  6. Models of DNA evolution - Wikipedia

    en.wikipedia.org/wiki/Models_of_DNA_evolution

    (i) In the context of Markov chains, transition is the general term for the change between two states. (ii) In the context of nucleotide changes in DNA sequences , transition is a specific term for the exchange between either the two purines (A ↔ G) or the two pyrimidines (C ↔ T) (for additional details, see the article about transitions in ...

  7. Markovian arrival process - Wikipedia

    en.wikipedia.org/wiki/Markovian_arrival_process

    A Markov arrival process is defined by two matrices, D 0 and D 1 where elements of D 0 represent hidden transitions and elements of D 1 observable transitions. The block matrix Q below is a transition rate matrix for a continuous-time Markov chain. [5]

  8. 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 ...

  9. Examples of Markov chains - Wikipedia

    en.wikipedia.org/wiki/Examples_of_Markov_chains

    A game of snakes and ladders or any other game whose moves are determined entirely by dice is a Markov chain, indeed, an absorbing Markov chain. This is in contrast to card games such as blackjack, where the cards represent a 'memory' of the past moves. To see the difference, consider the probability for a certain event in the game.