![Markov transition matrices in SAS/IML](https://blogs.sas.com/content/iml/files/2016/07/markovtransition2.png)
Many computations in elementary probability assume that the probability of an event is independent of previous trials. For example, if you toss a coin twice, the probability of observing "heads" on the second toss does not depend on the result of the first toss. However, there are situations in which