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The notion of order of Markov chains is usually defined as the number of instants from the past+present which suffice to describe the impact of the whole past+presnt onto the future; in symbols, the order is e.g. equal 3 if the conditional probabilities satisfy the following equalities:

Pr{ X_{t+1}=x | X_t, X_{t-1}, X_{t-2}, X_{t-3}, ... }

= Pr{ X_{t+1}=x | X_t, X_{t-1}, X_{t-2}}

The values on the RHS can be called 3-instant transition probabilities. Accordingly, ordinary Markov chains are of order 1.

Ok , it's very clear now

Thank you very much for your answer

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Dear Adriana Santos-Caballero

Thank you madam