To illustrate, we consider a 2-stage model of gene expression with the input, , equal to the current rate of transcription, and the signal of interest . We model as a 2-state Markov chain and show simulated trajectories of the protein output, , corresponding to four different input trajectories, . These input trajectories (or histories) all end at time in the state (not shown) and differ according to their times of entry into that state (labelled on the time axis; is off figure). (black lines) is the average value of at time given a particular history of the input : the random deviation of around this average is the mechanistic error (shown at time for the first realisation of ). is the average or mean value of given that the trajectory of ends in the state at time . (red line) can be obtained by averaging the values of over all histories of ending in . The mean is less than the mode of the distribution for because of the distribution's long tail. , not shown, is obtained analogously. The dynamical error, , is the difference between and and is shown here for the first trajectory, . Fig. 3B shows data from an identical simulation model (all rate parameters here as detailed in Fig. 3B).