Let a system be capable of being in n possible
states 1,2,..., n and let the possibility of transition from state
i to state j in time interval t
to t + 1 be pji.
Let pj(t) denote the probability
that the system is in state j at time t(j = 1,2,
..., n) then at time t + 1 it can be in any one of the states
1,2,...,n.
It can be in the i-th state at time t + 1 in n exclusive
ways since it could have been in any one of the n states 1,2,...,
n at time t and it could have transited from the state to
i-th state in time interval (t,t + 1).
