The present invention relates to a method for creating a Markov process that generates sequences. Each sequence has a finite length L, comprises items from a set of a specific number n of items, and satisfies one or more control constraints specifying one or more requirements on the sequence. The method comprises the steps of receiving data defining an initial Markov process of a specific order d and having an initial probability distribution and of receiving data defining one or more control constraints. The method further comprises the step of generating data defining intermediary matrices, each matrix being of dimension nd by n, by zeroing out transitions in the initial Markov process data that are forbidden by the one or more control constraints.