Com relação à matriz de transição P pode-se afirmar que

!$ P = { \begin{bmatrix} 1\,\,\,\,0\,\,\,\,0\,\,\,\,0\\1-p\,\,\,0\,\,\,\,p\,\,\,\,0\\0\,\,\,1-p\,\,\,0\,\,\,\,p\\0\,\,\,\,0\,\,\,\,0\,\,\,\,0\,\,\,\,1 \end{bmatrix}} !$