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The simplest Markov model is the [[Markov chain]]. It models the state of a system with a [[random variable]] that changes through time.<ref name=":0" /> In this context, the Markov property suggests that the distribution for this variable depends only on the distribution of previous state. An example use of a Markov chain is [[Markov chain Monte Carlo|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]].
==Hidden Markov model==
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