Transition probability matrix for W(t) at two consecutive transition time (τ1, τ2), τ1 τ2, when G(τ1) is neither empty nor complete.

Transition probability matrix for W(t) at two consecutive transition time (τ1, τ2), τ1 τ2, when G(τ1) is neither empty nor complete.针对W(t)在两个连续转移时刻(τ₁, τ₂)的转移概率矩阵(Transition probability matrix)，此时G(τ₁)既非空集亦非完全集。