The move-to-front scheme is studied taking into account some forms of Markov dependence for the way items are requested. One of the dependences specifically rules out two consecutive requests for the same item. The other is the so-called p-correlation. An expression for the stationary distribution of the sequence of arrangements of items is given in each case. A necessary and sufficient condition for these distributions to belong to a particular class of distributions is also given. The mean search time for an item is calculated for each form of dependence and these are compared with the value obtained in the case of independent requests. Some properties of the sequence of requests are given. Finally, an expression for the variance of the search time is obtained.

In this paper, we consider kth-order two-state Markov chains {Xi} with stationary transition probabilities. For k = 1, we construct in detail an upper bound for the total variation d(Sn, Y) = Σx |𝐏(Sn = x) − 𝐏(Y = x)|, where Sn = X1 + · ··+ Xn and Y is a compound Poisson random variable. We also show that, under certain conditions, d(Sn, Y) converges to 0 as n tends to ∞. For k = 2, the corresponding results are given without derivation. For general k ≧ 3, a conjecture is proposed.