The stochastic de Bruijn matrices suggest one way to obtain a set of n-block probabilities satisfying the Kolmogorov consistency conditions, at least for -block probabilities in terms of n-block probabilities. All that is required is to fill in the matrix elements of the de Bruijn matrix with positive numbers, taking care not to exceed, say, the unit column sum. The choice is relatively arbitrary until the selection of the final element of the column, which must be chosen to complete the sum. For k symbols, this means that only of the non-zero elements lack any freedom of choice; the remaining elements are then parameters to be chosen.
Once this is done, the equilibrium eigenvector is to be determined and each of the columns of the stochastic matrix is to be multiplied by the corresponding component, to produce the n-block probabilities. The components of the eigenvector are the -block probabilities; the probabilities for smaller blocks follow from summing longer blocks.
It is interesting to observe that once consistency has been established for -block probabilities relative to n-block probabilities, the consistency of all smaller blocks follows. Starting with n-blocks, the inductive step consists of verifying consistency for -blocks:
and to arrive at successively shorter blocks. In similar fashion it follows that the probability of any block up to length n is simply the sum of the probabilities of all the possible extensions which can be derived by the same route; for example,
Given the interrelation between n-blocks and all the shorter blocks, some consideration can be given to using the probabilities of short blocks as parameters. It is not possible to use only the probabilities of short blocks as parameters; were it otherwise there would be no need to to build up a theory of block probabilities. Nevertheless it is possible to attempt the maximum usage of the probabilities of short blocks. For example, can all be chosen before the value of is fixed in order to make the complete sum equal to 1---a total of k-1 parameters. Or, of a total of k parameters, one----has been excluded.
Then, among the 2-blocks, can be chosen before is needed to complete a sum of Alternatively, we can consider that is excluded as a parameter, as is when the left extensions are considered. Going on to 3-blocks, we see that all the probabilities or are excluded. Continuing through n-blocks, the total number of parameters comprising probabilities in which 0 is neither an initial nor a terminal symbol is
which can be summed to give the value just the same as the number of parameters required to make a stochastic de Bruijn matrix.
Even when full use is made of the short blocks to define parameters the fraction of parameters which are n-block probabilities is
which reduces to 1/2 for a binary sequence, larger and approaching 100% for others.