A Markov chain (MC) is a mathematical model used to describe a system where the probability of moving to the next state depends solely on the current state and not on the sequence of the preceding states. A Markov blanket (MB) for a node includes its parents, children and other parents of its children, capturing the minimal set of nodes required to make the node conditionally independent from the rest of the network. We examined EEG data from healthy individuals to assess MC and MB connectivity patterns associated with two representative electrodes. The electrode FP1, associated with cognitive functions, displayed connections predominantly with frontal and central regions. The electrode C3, located in the primary motor cortex, displayed connections with bilateral motor and parietal regions. The two electrodes had shared connections, highlighting integration between cognitive and motor networks, while also retaining distinct connections that underscored their specialized roles and functions. Temporal analysis demonstrated significant MB fluctuations across time segments, highlighting phases of increased neural reorganization and stability. Entropy analysis showed significant variability in MC and MB dynamics over time. FP1 exhibited greater entropy variability, reflecting its neural flexibility and involvement in cognitive processes, while C3 showed more stable entropy patterns, aligning with its motor-related functionality. We demonstrate the utility of MC and MBs in capturing the dynamic complexity of the nervous activity, underscoring the distinct and overlapping roles of brain regions in balancing dynamic flexibility and functional specialization. Our findings have implications for cognitive neuroscience and brain-computer interface design.