Markov chain

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A Markov chain is a random process with the Markov property, i.e. the property, simply said, that the next state depends only on the current state and not on the past. It is a Markov model, named for Andrey Markov, for a particular type of Markov process in which the process can only be in a finite or countable number of states. Markov chains are useful as tools for statistical modeling in almost all fields of modern applied mathematics.

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