Consider a Markov chain with two states (1,2):
$$P={\begin{bmatrix}P_{11}&P_{12}\\P_{21}&P_{22}\end{bmatrix}}$$
I want the probability that after a state 1, state 1 is not touched for at least N consecutive steps (i.e. only state 2 is touched for at least N consecutive steps).
I think that the answer should be
$$ P_{12}(1-\sum_{k=1}^{N-1}P_{22}) $$
But I'm not sure if this is correct.
EDIT thanks a lot for the answers, I made a mistake in the question and I apologize, the answer that I meant was
$$ P_{12}(1-\sum_{k=1}^{N-1}P_{22}^k) $$
Is this still incorrect?
You formula is not correct.
The answer should be $P_{12} P_{22}^{N-1}$, the first step is move from state 1 to state 2, then the chain has to stay in state 2 for the next $N-1$ steps.