In discrete event systems prone to unobservable faults, a diagnoser must eventually detect fault occurrences. The diagnosability problem consists in deciding whether such a diagnoser exists. Here we investigate diagnosis for probabilistic systems modelled by partially observed Markov chains also called probabilistic labeled transition systems (pLTS). First we study different spe-cifications of diagnosability and establish their relations both in finite and infinite pLTS. Then we analyze the complexity of the diagnosability problem for finite pLTS: we show that the polynomial time procedure earlier proposed is erroneous and that in fact for all considered specifications, the problem is PSPACE-complete. We also establish tight bounds for the size of diagnosers. Afterwards we consider the dual notion of predictability which consists in predicting that in a safe run, a fault will eventually occur. Predictability is an easier problem than diagnosability: it is NLOGSPACE-complete. Yet the predictor synthesis is as hard as the diagnoser synthesis. Finally we introduce and study the more flexible notion of prediagnosability that generalizes predictability and diagnosability.