Let be an arbitrary circulant stochastic matrix, and let be a vector. An “asymptotic” canonical form is derived for (as ) as a tensor product of three simple matrices by employing a pseudo-invariant on sections of states for a Markov process with transition matrix , and by analyzing how acts on the sections, through its auxiliary polynomial. An element-wise asymptotic characterization of is also given, generalizing previous results to cover both periodic and aperiodic cases. For a particular circulant stochastic matrix, identifying the intermediate stage at which fractions first appear in the sequence , is accomplished by utilizing congruential matrix identities and -matrices to determine the minimum -adic order of the coordinates of , through their binary expansions. Throughout, results are interpreted in the context of an arbitrary weighted average repeatedly applied simultaneously to each term of a finite sequence when read cyclically.