Markov chain example
A game of snakes and ladders or any other game whose moves are determined entirely by dice is a Markov chain.[This page has so little content now that I trust adding this comment to this page will not upset much. The statement above may not be true: one could construct a game in which the present move is determined not only by the present roll of the die and the current state, but also by the history of rolls of the die on previous turns.
This page could be very good if it were called Examples (plural) of Markov chains and listed a variety of examples.]