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The objective of this review is to familiarize the reader with its usefulness in four different mathematical problems, providing a perspective on the conceptual importance of these chains. In turn, the mentioned areas will be presented in-depth, issuing a necessary theoretical context to highlight the need for the concept of the Markov chain.

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The objective of this review is to familiarize the reader with its usefulness in four different mathematical problems, providing a perspective on the conceptual importance of these chains. In turn, the mentioned areas will be presented in-depth, issuing a necessary theoretical context to highlight the need for the concept of the Markov chain.

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