We propose a bottom-up approach to the study of possession and its outcomes for association football, based on probabilistic finite state automata with transition probabilities described by a Markov process. We show how even a very simple model yields faithful approximations to the distribution of passing sequences and chances of taking shots for English Premier League teams, which we fit using a whole season of granular game data (380 games). We compare the resulting model with classical top-down distributions traditionally used to describe possessions, showing that the Markov models yield a more accurate asymptotic behaviour.