Studies using climate models and observed trends indicate that extreme weather has changed and may continue to change in the future. The potential impact of extreme events such as heat waves or droughts depends not only on their number of occurrences but also on "how these extremes occur", i.e., the interplay and succession of the events. These quantities are quite unexplored, for past changes as well as for future changes and call for sophisticated methods of analysis. To address this issue, we use Markov chains for the analysis of the dynamics and succession of multivariate or compound extreme events. We apply the method to observational data (1951–2010) and an ensemble of regional climate simulations for central Europe (1971–2000, 2021–2050) for two types of compound extremes, heavy precipitation and cold in winter and hot and dry days in summer. We identify three regions in Europe, which turned out to be likely susceptible to a future change in the succession of heavy precipitation and cold in winter, including a region in southwestern France, northern Germany and in Russia around Moscow. A change in the succession of ... mehrhot and dry days in summer can be expected for regions in Spain and Bulgaria. The susceptibility to a dynamic change of hot and dry extremes in the Russian region will probably decrease.