Magi: Where did they come from?

After reading and learnng about Magi from many sources, I do think, three Magi came from three different countries, as it is given in the following passages from wikipedia.

"The New Testament does not give the names of the Magi, however, traditions and legends identify a variety of different names for them.^[12] In the Western Christian church they have been all regarded as saints and are commonly known as:

• Melchior (/ˈmɛlkiˌɔr/;^[13] also Melichior^[14]), a Persian scholar;
• Caspar (/ˈkæspər/ or /ˈkæspɑr/;^[15] also Gaspar, Jaspar, Jaspas, Gathaspa,^[14][16] and other variations), an Indian scholar;
• Balthazar (/ˈbælθəˌzɑr/ or /bælˈθæzər/;^[17] also Balthasar, Balthassar, and Bithisarea^[14]), aBabylonian scholar."

Source: https://en.wikipedia.org/wiki/Biblical_Magi