When I started studying Physics, I didn’t like the concept of probability. I was so pumped by the idea that with Physics you can model the entire world that the idea of uncertainty made me furious :)
The truth is that when we want to study real phenomena we must, sooner or later, deal with a certain level of uncertainty. And the only way to deal with it is by gaining an accurate estimate of the probability that rules our process.
Markov Chains are an excellent way to do it. The idea that is behind the Markov Chains is extremely simple: