Can a Higher Order Markov Chain Be Treated as a First Order Markov Chain?

Abstract

It is well known that any higher order Markov chain can be associated with a first order Markov chain. In this primarily expository article, we present the first fairly comprehensive analysis of the relationship between higher order and first order Markov chains, together with illustrative examples. Our main objective is to address the central question as posed in the title.

References in corpus (2)

• HOMC: A MATLAB Package for Higher Order Markov Chains
• On Limiting Probability Distributions of Higher Order Markov Chains