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 a particle made up of two or more atoms that are chemically bonded together; the number of atomic nuclei making up a molecule is a determinate number. For example, HCl (g) is a molecule made of one hydrogen atom bonded to one chlorine atom. It is made of two atoms and is called a diatomic molecule. A crystal of NaCl (s) is not a molecule: it is an ionic lattice made up of an indeterminate number of atoms. Carbon dioxide is a molecule made of two oxygen atoms bonded to a carbon atom. It contains three atoms and is called a triatomic molecule. Silicon dioxide - best known as quartz - exists as an large covalent network made up of an indeterminate number of atoms.