(Gentle) Introduction of Markov chains

A Markov chain (named after Andreii Markov, a 19th century Russian mathematician and one of the most brilliant statisticians in History) is a probablistic process in which we can predict the next state for a system that fulfills certain conditions (concretely the Markov property). I've always been bad at maths (at an engineer level that is) and specially statistics, but I found the Markov Chains Explained article to be easy to understand and a nice introduction for anyone that wants to predict a possible output on a state machine.