A Markov chain is a discrete random process with the property that the next state depends only on the current state (wikipedia). A Markov chain is a discrete random process with the property that the next state depends only on the current state (wikipedia). So $P(X_n | X_1, X_2, \ldots X_n-1) = P(X_n | X_{n-1})$.
Some people find molecules and compounds confusing. Here's how to remember the difference. If you join two different chemical elements together, you can often make a completely new substance. Glue two atoms of hydrogen to an atom of oxygen and you'll make a single molecule of water.
a molecule is made up of more than one atom, but they do not have to be different types of atoms. such as with H2 is a diatomic atom as apposed to water (H2O) which is a molecule made of 2 different types of atoms. some molecules can have many different types of atoms combined into that one molecule.