Based on your most recent comment, I think you should consider
a 2-state Markov chain to produce a sequence of random variables
$X_i,$ taking values in $\{0, 1\},$ roughly as follows:
Start with
a deterministic or random $X_1.$ Then
(i) $P\{X_{i+1} = 1|X_i = 0\} = \alpha,$ and
(ii) $P\{X_{i+1} = 0|X_i = 1\} = \beta.$
The parameters $\alpha$ and $\beta$ are the respective
probabilities of 'changing state' from one $X_i$ to the next. To avoid certain kinds of deterministic sequences, you may want to use $0 < \alpha, \beta < 1.$ If $\alpha = 1 - \beta,$ then the sequence is
independent.
By induction, one can show that
$$P\{X_{1+r} = 0|X_1 = 0\} = \frac{\beta}{\alpha+\beta}
+ \frac{\alpha(1-\alpha - \beta)^r}{\alpha+\beta}.$$
If $|1-\alpha - \beta| < 1$, then in the long run
$P\{X_n = 0\} \approx \beta/(\alpha+\beta),$ regardless of the
value of $X_1.$
Moreover, there are similar formulas for the '$r$-step transitions'
from 0 to 1, 1 to 0, and 1 to 1. Of course, I am skipping over
a lot of detail here.
Perhaps
there is a rich enough variety of models here to satisfy your
curiosity as to what happens when independence fails in this way.
Later chapters in many probability books have a complete
development of the theory of 2-state Markov chains. Also there
are several good elemeentary books just on Markov chains.
[Google '2-state Markov Chain'. One reference among many is Chapter 6 of Suess and Trumbo (2010), Springer, in which I have a personal interest.]