Isn't that the sort of joke that you'd get from GPT, not a Markov chain? Unless it's quoting verbatim, a Markov chain should have no idea that Alice is supposed to refer back to the letter from the previous sentence.
> “They were learning to draw,” the Dormouse went on, yawning and rubbing its eyes, for it was getting very sleepy; “and they drew all manner of things—everything that begins with an M—”
