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  2. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    The values of a stationary distribution ... and the states refer to how it is folded. 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. 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 ...

  5. 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.

  6. Markov model - Wikipedia

    en.wikipedia.org/wiki/Markov_model

    In this context, the Markov property indicates that the distribution for this variable depends only on the distribution of a previous state. An example use of a Markov chain is Markov chain Monte Carlo, which uses the Markov property to prove that a particular method for performing a random walk will sample from the joint distribution.

  7. Markov chain Monte Carlo - Wikipedia

    en.wikipedia.org/wiki/Markov_chain_Monte_Carlo

    In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution. The more steps ...

  8. 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.

  9. Jump process - Wikipedia

    en.wikipedia.org/wiki/Jump_process

    Continuous-time Markov chain (CTMC), an example of a jump process and a generalization of the Poisson process; Counting process, an example of a jump process and a generalization of the Poisson process in a different direction than that of CTMCs; Interacting particle system, an example of a jump process