I would be interested to see what happens when you do this to other types of music.
https://github.com/IsaacLewis/MidiMarkov
The crystal theme worked the best (it's basically some scales on the piano that go up and down).
With a first order Markov chain, the output was a random walk of notes going higher and lower. With a second order chain, the notes went up and down fairly steadily, but with scales peaking at odd points. With a third-order chain, you get close to the original song out.
(It's hard to explain in text, without knowing the correct music vocabulary, but I hope you get the idea).