Yep, Programming Pearls seems to agree with you - 'order-2' Markov chains are usually more natural than 'order-1' chains: http://www.cs.bell-labs.com/cm/cs/pear

Yep, Programming Pearls seems to agree with you - 'order-2' Markov chains are usually more natural than 'order-1' chains: http://www.cs.bell-labs.com/cm/cs/pearls/sec153.html http://www.cs.bell-labs.com/cm/cs/pearls/sec153.html.