여러 State를 갖는 Chain 형태의 구조
Markov chain is a model of stochastic evolution of the system captured in discrete snapshots. The Stochastic matrix describes the probabilities with which the system transits into different state. Therefore, You can start with a messy process which is not Stationary process but which will eventually converge to a well behaved Stationary process which is driven by only one probability law and your process can freely visit all states (Ergodicity) within state spaces without getting trapped in a loop.
특정 시점의 상태 확률은 단지 그 이전 상태에만 의존한다는 것이 핵심
Markov assumption 을 따르는 이산 시간 확률 과정
Markov Chains