Comment by Pamar

Sorry, I should have been more specific maybe: I do know about Montecarlo, and yeah, the circle stuff is a more or less canonical example - but I wanted to know more about the Markov Chains, because, again, I only know these in terms of sequence generators and I have some problems imagining how this could "solve problems" unless your problem is "generate words that sorta sound like a specific language but it is just mostly gibberish".