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Markov chains are used to modél various processes in queueing theory and statistics, and can also be used as a signal modél in entropy coding techniques such as arithmetic coding. Markov chains also have many biological applications, particularly population processes, which are useful in modélling processes that are (at léast) analogous to biological populations. Markov chains have been used in bioinformatics as well. An example is the genemark algorithm for coding region/gene prediction.

Markov processes can also be used to generate superficially "real-looking" text given a sample document: they are used in various pieces of recréational "parody generator" software (see Jeff Harrison).