Based on the midi generator https://forum.pdpatchrepo.info/topic/10791/markovgenerator-a-music-generator-based-on-markov-chains-with-variable-length that i made with @ingox some time ago I made a Lua markov chain generator that generates endless markov chains from midi files.
The patch needs the Ofelia, Cyclone and Zexy libraries.

I have one question: Is there a way to keep the "original" sounds from the midi file? Perhaps if i store the midi control data together with the other values (pitch, velocity, program change, midi channel)? Somehow the midi program change values do not have the "right" sound information. If I play midi files with the [seq] object it sounds like it should. So for now i choose the sound manually but it would be nice if it sounds like it is meant to.
LuaMidiMarkov.pd

A silly example:

Here is an update of the patch.
It is now possible to choose the GM midi instruments that are stored in the midifile, but mostly it sounds more interesting to choose different sounds.
And it is possible to store collections of midi data to a file.
For now I could not store the length of the notes, because between note on and note off events of one note are often other notes in the midifile and because of the markov characteristic the note off can happen in a markov chain a long time after the note on, or even before.
Because of that the sound would hang a lot of times.
The only way to have the note length information from a midifile that I can think of would be to calculate the milliseconds of a note with counting the ticks from one note on event to the corresponding note off event and to save this millisecond value together with the other midi values like pitch, velocity, program change etc..
But that seems to be quite complicated.
I hope the patch is more or less self explainig but I will try to answer any questions if that is not the case (and perhaps write a little documentation).
I am also happy to hear about errors.
Here is an interesting read about markov chains and jazz improvisation:

https://vtechworks.lib.vt.edu/bitstream/handle/10919/36831/dmfetd.pdf?sequence=1

LuaMidiMarkovX.pd

Basically this update is a new patch. Instead of midi files it needs cvs files that i prepare with https://www.gnmidi.com/ (no advertisement) for now. For loading the CVS files I use a modified CVS loader from Dan Wilcox (which is now vanilla except for [binfile] from mrpeach). This way I can get note length and rhytm information from a midi file which makes the markov chain sound much more like the original midi file. With rhhytm information I mean the time that passes until the next note starts. There is also a Lua MIDI library which could possible do what I did with Gnmidi http://www.pjb.com.au/comp/lua/MIDI.html but I did not make that work yet.
It takes a few second after loading the CVS file, depending on the size, until the list is ready for the markov generator.
Here is the patch and a few cvs files:
LuaMIDICVSMarkov.pd
Bossa Nova USA - Brubeck.csv
Mario-Sheet-Music-Overworld-Main-Theme.csv
a_walk_in_the_black_forest_dfk.csv
And here two more texts about that topic:
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.52.721&rep=rep1&type=pdf
http://oa.upm.es/48942/1/TFG_ALVARO_SANCHEZ_HIDALGO.pdf

here is another update. there were some bugs in the last version that are gone now. and finally i managed to also include the time between notes in milliseconds. interestingly the time information makes some midifile as a markov chain sound quite chaotic rhytmwise, depending on the quality of the midifile. to get rid of that problem it is possible to quantize the notes of the midifile before importing. but the results are sometimes surprising if it is a "good" midifile.
i suggest not to use the standard midi soundfont. i use the fluidr3 soundfont for example, but others are good too. http://www.synthfont.com/soundfonts.html
i think the patch has all features i wanted to have now, of course it can be optimezed here and there. and i think i have to write a small documentation because it is not very intuitive.
(updated again)
LuaMIDICVSMarkov.pd

here is a version of bob marleys "war":

midi control change, bend and touch messages and the time between notes are now part of the information.
i think thats all (useful) data for this patch i can get from a midifile.
there is one cvs file preloaded in the patch, for testing you just need to bang "createMarkovMatrix" and then toggle "playMarkovChain".
luamidicsvmarkov_ofelia_v3.pd
edit: improved some things, basically the text calculations are more efficient now and updated for ofelia v3 compatibility.