For example, it is not necessarily trying to beat you. This was inspired by an experience with https://luduxia.com/whichwayround/ where I found most traffic came from people trying to break it, until one day it hit a mailing list and exploded.
This one I updated the game a bit, submitted a link, and it went nowhere when I posted it some days ago. I woke to a Linode alert of sustained outgoing traffic and it turns out the post had been resurrected.
In any case Markov chains are a simple and elegant mechanism for making predictions, easy enough to understand so that even school kids at grade eleven (which is where probability theory got introduced when I underwent it) can follow the popular "weather forecasting" tutorial using MCs.
Onwards, Hidden Markov Models (HMMs) add to MCs a layer of hidden states and associated emission probabilities. To learn these, check out Lawrence Rabiner's beautiful tutorial: https://ieeexplore.ieee.org/document/18626
Apart from their simplicity and mathematical elegance it is remarkable how little data and electricity these models require to do a good job.