This could have gone in the Programmer's Symposium as well, but I'll ask here since it is really about the underlying math. For some background, a Markov chain is a sequence of things where the ...

A Markov chain is a sequence of random variables that satisfies P(X t+1 ∣X t ,X t−1 ,…,X 1 )=P(X t+1 ∣X t ). Simply put, it is a sequence in which X t+1 depends only on X t and appears before X t−1 ...

Markov's work on chain dependence was motivated by his desire to refute a statement by Nekrasov that pairwise independence of random summands was a necessary condition for the Weak Law of Large ...