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  2. Markov chain - Wikipedia

    en.wikipedia.org/wiki/Markov_chain

    Usually the term "Markov chain" is reserved for a process with a discrete set of times, that is, a discrete-time Markov chain (DTMC), [11] ...

  3. Continuous-time Markov chain - Wikipedia

    en.wikipedia.org/wiki/Continuous-time_Markov_chain

    A continuous-time Markov chain (CTMC) is a continuous stochastic process in which, for each state, the process will change state according to an exponential random variable and then move to a different state as specified by the probabilities of a stochastic matrix.

  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.

  5. 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 ...

  6. 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.

  7. Models of DNA evolution - Wikipedia

    en.wikipedia.org/wiki/Models_of_DNA_evolution

    As a result, it has a unique stationary distribution = {,}, where corresponds to the proportion of time spent in state after the Markov chain has run for an infinite amount of time. In DNA evolution, under the assumption of a common process for each site, the stationary frequencies π A , π G , π C , π T {\displaystyle \pi _{A},\,\pi _{G ...

  8. 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.

  9. Markov decision process - Wikipedia

    en.wikipedia.org/wiki/Markov_decision_process

    The "Markov" in "Markov decision process" refers to the underlying structure of state transitions that still follow the Markov property. The process is called a "decision process" because it involves making decisions that influence these state transitions, extending the concept of a Markov chain into the realm of decision-making under uncertainty.