3.2.3. Characterization of Meteorological Droughts Occurrence by Markov Chains

Several statistical techniques for analyzing precipitation data have been published in the literature. The most used technique is still the one based on the Markov chains. This method is widely used for rainfall analysis and modelling [29–36]. A Markov string is a series of random variables (*Xn*, *n* ∈ *N*) that allows to model the dynamic evolution of a random system: *Xn* represents the state of the system at time *n*. The fundamental property of Markov chains, known as "Markov property", is that its future evolution depends on the past only through its current value. In other words, conditionally to *Xn* (*X0*, ... , *Xn*) and (*Xn*+*k*, *k* ∈ *N*) are independent [37].
