The concept of average Markov process is introduced.Average Markov process may be neither Markov process nor martingale, but both Markov process and martingale are average Markov process.

• 摘要引进了均马氏过程的概念，证明了马氏过程或者鞅都是均马氏过程，但均马氏过程可以不是马氏过程也可以不是鞅。