Conditional on , urn 1 has red and blue balls, while urn 2 has red and blue balls. The independent selections therefore give
Every other conditional probability is zero. The out-of-range terms at or already have zero probability. These are the transition probabilities of the Bernoulli-Laplace diffusion model.
At state , urn 1 has red and blue balls, while urn 2 has red and blue balls. Conditional on the state, the two choices are independent, each assigning probability to every ball. A red–blue exchange decreases ; a blue–red exchange increases it; equal colours leave it unchanged. Thus the conditional probability mass function is
The three numerators sum to . At or , the outward transition has probability zero. These are the transitions of the Bernoulli-Laplace diffusion model. The displayed formula is a transition kernel on every state; a literal conditional probability at a particular time requires the conditioning event to have positive probability.