International audienceIn the last two decades, there has been much progress on model checking of both probabilistic systems and higher-order programs. In spite of the emergence of higher-order probabilistic programming languages, not much has been done to combine those two approaches. In this paper, we initiate a study on the probabilistic higher-order model checking problem, by giving some first theoretical and experimental results. As a first step towards our goal, we introduce PHORS, a probabilistic extension of higher-order recursion schemes (HORS), as a model of probabilistic higher-order programs. The model of PHORS may alternatively be viewed as a higher-order extension of recursive Markov chains. We then investigate the probabilisti...