In this talk,we want to introduce and discuss a new class of processes,web Markov skeleton processes(WMSP),arising from information retrieval on the Web.The framework of WMSP covers various known classes of processes,such as Markov chain and semi-Markov process; it contains also important new classes of processes,such as mirror semi-Markov processes.We mainly state some applications of WMSPs in computing page importance on the Web.