The probability that the first transition we observe is a birth. (c) the probability that the first change of state we observe is a birth. (d) the conditional probability that the process was in state 2 before the first transition that we observe, given that this transition was a birth. (e) the conditional probability that the process was in state 2 before the first change of state that we observe, given that this change of state was a birth. (f) the conditional probability that the first observed transition is a birth given that it resulted in a change of state. (g) the conditional probability that the first observed transition leads to state 2, given that it resulted in a change of state
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The transition probability matrix, , is the matrix consisting of the one-step transition probabilities, . The -step transition probability is the probability of transitioning from state to state in. steps. The -step transition matrix whose elements are the -step transition probabilities is denoted as .
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