<Dl> <Dd> p i j (n) = Pr (X k + n = j ∣ X k = i) (\ displaystyle p_ (ij) ^ ((n)) = \ Pr (X_ (k + n) = j \ mid X_ (k) = i)) </Dd> </Dl> <Dd> p i j (n) = Pr (X k + n = j ∣ X k = i) (\ displaystyle p_ (ij) ^ ((n)) = \ Pr (X_ (k + n) = j \ mid X_ (k) = i)) </Dd> <Dl> <Dd> p i j = Pr (X k + 1 = j ∣ X k = i). (\ displaystyle p_ (ij) = \ Pr (X_ (k + 1) = j \ mid X_ (k) = i).) </Dd> </Dl> <Dd> p i j = Pr (X k + 1 = j ∣ X k = i). (\ displaystyle p_ (ij) = \ Pr (X_ (k + 1) = j \ mid X_ (k) = i).) </Dd>

Continuous time markov chain vs discrete time markov chain