&gt;If you come from a math, statistics, or physics background you may have leaned that a Markov chain is a set of states that are sampled from a probability distribution.<p>That&#x27;s a very weird way of putting it. A set of states sampled from a probability distribution is usually just called a &#x27;sample&#x27; and has nothing to do with Markov or chains.<p>Really &#x27;Markov chains&#x27; are called &#x27;chains&#x27; because they represents an infinite sequence of states, which depend on each other.<p>And they&#x27;re called &#x27;Markov&#x27; because they have the &#x27;Markov&#x27; property, which roughly states that the probability distribution for each state is completely determined by the previous state.