Eugene Borisovich Dynkin was a Soviet and American mathematician. He made contributions to the fields of probability and algebra, especially semisimple Lie groups, Lie algebras, and Markov processes. The Dynkin diagram, the Dynkin system, and Dynkin's lemma are named after him.

A Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC). It is named after the Russian mathematician Andrey Markov.