  Markov chains are an important example for a course on stochastic processes
because simple board games can be used to illustrate the fundamental concepts.
For example, a looping board game (like Monopoly) consists of all recurrent
states, and a game where players win by reaching a final square (like Chutes
and Ladders) consists of all transient states except for the last one. With the
availability of computer algebra packages, these games can be analyzed. For
example, the mean times in transient states and the stationary probabilities
for recurrent states are easily computed. This article analyzes some simple
board games with Mathematica, and indicates how this can be extended to more
complex situations.
