Markov Chain

Visualizing a Markov Chain

A Markov Chain describes a sequence of states where the probability of transitioning from states depends only the current state. Markov chains are useful in a variety of computer science, mathematics, and probability contexts, also featuring prominently in Bayesian computation as Markov Chain Monte Carlo. Here, we’re going to look at a relatively simple breed of Markov chain and build up some intuition using simulations and animations (two of my favorite things).