  This article continues our study of Markovian consistency and Markov copulae.
In particular, we characterize the weak Markovian consistency for finite Markov
chains. We discuss some aspects of dependence between the components of a
multivariate Markov chain in the context of weak Markovian consistency and
strong Markovian consistency. In this connection, we also introduce and discuss
the concept of weak Markov copulae.
