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A Classroom Note: Entropy, Information, and Markov Property
The Teaching of Mathematics, IX (2006) no. 1, p. 1
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How to introduce the concept of the Markov Property in an elementary Probability Theory course? From this author's teaching experience, it appears that the best way that gives a natural intuitive flavor and preserves the mathematical rigor, is to use concepts of entropy and information from the classical Shannon Information Theory, as suggested in the brilliant monograph of A. R�nyi [5]. Following this path, the connection between Entropy and Markov Property is presented.
Classification : 97D40 60J10 94A15 K65
Keywords: Random variable, Independence, Entropy, Information, Conditional Probability, Sufficient Function, Markov Chain. 
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Zoran R. Pop-Stojanović. A Classroom Note: Entropy, Information, and Markov Property. The Teaching of Mathematics, IX (2006) no. 1, p. 1 . http://geodesic.mathdoc.fr/item/TM2_2006_IX_1_a0/