We study Markov measures and p-adic random walks with the use of states on the Cuntz algebras O p . Via the Gelfand-Naimark-Segal construction, these come from families of representations of O p . We prove that these representations reflect selfsimilarity especially well. In this paper, we consider a Cuntz-Krieger type algebra where the adjacency matrix depends on a parameter q (q = 1 is the case of Cuntz-Krieger algebra). This is an ongoing work generalizing a construction of certain measures associated to random walks on graphs.2010 Mathematics subject classification: primary 47B47; secondary 81P15, 60G35, 33D50, 46C05, 46L52, 11D88, 33D80.