Markov chains are simple. Do you know what a Finite State Machine is in computer science? No?
OK, well imagine you have a magic box with a number on the front of the box. Now, based on the input you send into the box, the number on the front of the box might change or stay the same. So, for example, maybe I have a box that can have either a 0, 1, or 2 on the front. Further, if I send an input of "0" the number on the front of the box stays the same, if I send in a positive number, the number on the front will change from "0" to "1" or from "1" to "2" or from "2" to "0" and if I send in a negative number, the number on the front of the box will change from "0" to "2" or from "1" to "0" or from "2" to "1"
OK that's a finite state machine.
So a Markov chain is a series of states like an FSM, except that instead of waiting for an input to change, it randomly shifts to a different state based on probability. So maybe my old box shifts from "0" to "1" with 70% chance, but there's a 20% chance it goes from "0" to "2" and a 10% chance it just stays at "0" .
String Theory is more complicated than Markov Chains, although I could explain the very basic stuff if necessary.