Mathematics, Probability, Data Science, Stochastic Process, Artificial Intelligence.
is trivial to calculate P(Xn = 1 | Xn-1 = 0) ( the probability that the chain goes to 1 given that it is currently in state 0) as it is the (0, 1) entry in the matrix. But what if we wanted to calculate 2-step-ahead chance? To do that we would need to sum all possible two-step transitions that