To describe the particle transport (including classification) along the main coordinate in a mill and the transition from one fraction to another (grinding), a two-dimensional Markov chain model is proposed. It allows fast calculation of all parameters of continuous grinding process in a mill for a steadystate regime as well as for a transient period. The model employs matrices of grinding and classification that are normally used for description of these processes. The model is based on standard manipulations with matrices that can be done easily using modern computer codes. (C) 2004 Elsevier B.V. All rights reserved.