  In our previous studies we have examined solar wind and magnetospheric
plasmas turbulence, including Markovian character on large inertial
magneto-hydrodynamic scales. Here we present the results of statistical
analysis of magnetic field fluctuations in the Earth's magnetosheath based on
Magnetospheric Multiscale mission at much smaller kinetic scales. Following our
results on spectral analysis with very large slopes of about -16/3, we apply
Markov processes approach to turbulence in this kinetic regime. It is shown
that the Chapman-Kolmogorov equation is satisfied and the lowest-order
Kramers-Moyal coefficients describing drift and diffusion with a power-law
dependence are consistent with a generalized Ornstein-Uhlenbeck process. The
solutions of the Fokker-Planck equation agree with experimental probability
density functions, which exhibit a universal global scale invariance through
the kinetic domain. In particular, for moderate scales we have the kappa
distribution described by various peaked shapes with heavy tails, which with
large values of kappa parameter are reduced to the Gaussian distribution for
large inertial scales. This shows that the turbulence cascade can be described
by the Markov processes also on very small scales. The obtained results on
kinetic scales may be useful for better understanding of the physical
mechanisms governing turbulence
