Let p i , j {\displaystyle p_{i,j}} be the probability of moving to state i {\displaystyle i} if you are in state j {\displaystyle j} . Then the transition matrix matrix is defined by P = [ p i , j ] {\displaystyle P=[p_{i,j}]} .
![{\displaystyle P=[p_{i,j}]}](https://wiki.ubc.ca/api/rest_v1/media/math/render/svg/7fff4b9437db4a8a9e8ca49e3d0383457587df62)