Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Jordi Vitrià i Marca[en] The first goal of this paper is to explain how the Markov Chain Monte Carlo algorithms were born and follow their evolution throughout the 20th century to the present day. Firstly, we are going to discuss different types of MCMC algorithms and explain how they were created, and secondly, we are going to introduce the large amount of different applications they have. The other main goal is analyze their implementation in the field of programming, which has resulted in the creation of several probabilistic programming languages, and use them in a real case in which we are going to examine the client flow of a certain company.