\( \underline{X_1} \) is a row vector after first transition.
\( \require{enclose}P_{ij}^{(n,m)} \) where did you get that notation from?
\( \require{enclose}p_{ij}^{(n,m)} \) is the probability of being in state j at time m that was being in state I at time n.
P is the notation for transition matrix.
p is transition probability(rather \( p_{ij} \) )
\( q_k \) is initial probability distribution or initial row vector.
Last edited: Sep 13, 2014