ABSTRACT
In this chapter, the author explores the presentation of the theory to an elementary level. A straightforward generalization of the scheme of independent trials is a so-called Markov chain, which was introduced and systematically investigated by the famous Russian mathematician A. A. Markov. One uses a different terminology in the theory of Markov chains. The theorem was first proved by the creator of the concept of chain dependence, A. A. Markov. It was the first rigorously proved statement among the so-called ergodic theorems that play such an important role in modern physics and engineering. If the particle is at a barrier then the impact moves it towards the interior of the interval between the barriers, that is, the particle reflects from the barrier. In an analogous way, one may consider the cases in which the particle is adhered to one or both of the barriers.
