Hi. For a project I am using a Markov Chain model with 17 states. I have used data to estimate transition probabilities. From these transition probabilities I can get n-step transition probabilities, i.e. the probability of going from state i to state j in exactly n steps. I would like to calculate the probability of going from state i to state j within n steps. I have searched through my literature but can't find a way to do this. Can anybody offer any help?
Thanks in advance,