To address the challenge of adapting Information Retrieval (IR) to the constantly evolving user tasks and needs and to adjust it to user interactions and preferences we develop a new model of user behavior based onMarkov chains. We aim at integrating the proposed model into several aspects of IR, i.e. evaluation measures, systems and collections. Firstly, we studied IR evaluation measures and we propose a theoret- ical framework to describe their properties. Then, we pre- sented a new family of evaluation measures, called Markov Precision (MP), based on the proposed model and able to explicitly link lab-style and on-line evaluation metrics. Fu- ture work will include the presented model into Learning to Rank (LtR) algorithms and will define a collection for evaluation and comparison of Personalized Information Re- trieval (PIR) systems.