Second order markov chain

SUMMARYSECOND ORDER MARKOV CHAINIn this study, it was investigated Markov chain with discrete parameter which is of great importance in the theory of probability and stochastic processes. After considering on the structure of Markov chains and their applications, some of the its prominent features was proposed on the second order Markov chains.Additionally, Markov property was changed as second order Markov chains property and it was reached some evidence about it. These were briefly following by: Creation of a transititon matrix in the second-order Markov chains, determination of the distribution chain, investigation of transitions between states, the establishment of a chain of Markov chain which is equivalent to second order, the analysis of absorbing state of the second order chain. However; lastly, it was highlighted that how you could use a second order Markov chain in the data produced as longitudinal.Key Words: Second order Markov chain, Stochastic processes, Markov chains