Consideration is given mathematical problems arising in two learning theories—one developed by Bush and Mosteller, the other developed by Estes. The theory of Bush and Mosteller leads to a class of Markov processes which have been studied in considerable detail (see [1] and [7]). The Estes model can be treated as a Markov chain, i.e., a Markov process with a finite number of states. For an important class of special cases, it is shown that the Bush-Mosteller model is, in a sense, a limiting form of the Estes model. The limiting probability distributions are derived for the cases treated in both models.