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As far as I know, Theravada Buddhism refuses an intermediate state and says that a new life begins right after the death of a being. Although I have heard the theravada buddhist monk Ajahn Brahmali, mention in one of his videos, that there is an intermediate state.
So maybe there are different views on this topic, within Theravada Buddhism. Anyway, be careful about limiting yourself, to one tradition regarding this topic. No one really knows what happens in this stage, unless one has reached the necessary levels of insight, supernormal powers or enlightenment.
In Tibetan Buddhism, we have descriptions of the intermediate states between death and the beginning of a new life. The in-between-states are called Bardos. I remember reading about them in the "Tibetan Book of Living And Dying".
This is an amazing book, that I think every Buddhist should read, no matter what tradition one follows. This book is filled to the brim with pearls, treasures, insights and jewels.
Here is a quote from the book, on the Bardo of Becomming:
THE DURATION OF THE BARDO OF BECOMING
The whole of the bardo of becoming has an average dura- tion of forty-nine days and a minimum length of one week. But it varies, just as now some people live to be a hundred years old, and others die in their youth. Some can even get stuck in the bardo, to become spirits or ghosts.
Dudjom Rinpoche used to explain that during the first twenty-one days of the bardo, you still have a strong impression of your previous life, and this is therefore the most important period for the living to be able to help a dead person. After that, your future life slowly takes shape and becomes the dominant influence.
We have to wait in the bardo until we can make a karmic connection with our future parents. I sometimes think of the bardo as something like a transit lounge, in which you can wait for up to forty-nine days before transferring to the next life. But there are two special cases who don't have to wait in the intermediate state, because the intensity of the power of their karma sweeps them immediately on to their next rebirth.
The first are those who have lived extremely beneficial and positive lives, and so trained their minds in spiritual practice that the force of their realization carries them directly into a good rebirth. The second case are those whose lives have been negative and harmful; they travel swiftly down to their next birth, wherever that might be.
-- Tibetan Book of Living and Dying, p. 295
I would suggest that you read the entire chapter "Bardo of Becomming (p. 291)", but also the chapter "The Process of Dying (p. 248)". The entire book is highly recommended but also takes a lot of time to read. So pick and choose if your time is limited.
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Listen to these, you will find your correct answer; no intermediate, new life begins right after, right after; it's call Gandabba
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I quote below from this page, which comes from a lecture by the Theravada monk Ven. Nyanatiloka.
If I may phrase it differently, a Gandhabba is like a file that is copied from one computer (old body) to another computer (new body) wirelessly (without a physical transfer medium). The file itself is not a body or container of any sort (i.e. not a transmigrating soul). It is merely like information, just as a file on the computer.
According to Buddhism, there are three factors necessary for the rebirth of a human being, that is, for the formation of the embryo in the mother's womb. They are: the female ovum, the male sperm, and the karma-energy (kamma-vega), which in the Suttas is metaphorically called "gandhabba," i.e. "ghost," or "soul." This kamma-energy is sent forth by a dying individual at the moment of his death. The father and mother only provide the necessary physical material for the formation of the embryonic body. With regard to the characteristic features, the tendencies and faculties lying latent in the embryo, the Buddha's teaching may be explained in the following way: The dying individual, with his whole being convulsively clinging to life, at the very moment of his death sends forth kammic energies which, like a flash of lightning, hit at a new mother's womb ready for conception. Thus, through the impinging of the kamma-energies on ovum and sperm, there appears just as a precipitate the so-called primary cell.
This process may be compared with the functioning of the air-vibrations produced through speech, which, by impinging on the acoustic organ of another man, produce a sound, which is a purely subjective sensation. On this occasion no transmigration of a sound-sensation takes place, but simply a transference of energy, called the air vibrations. In a similar way, the kamma-energies, sent out by the dying individual, produce from the material furnished by the parents the new embryonic being. But no transmigration of a real being, or a soul-entity, takes place on that occasion, but simply the transmission of kamma-energy.
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A living being goes through arising of the aggregates and passing away continuously. At the moment of death when 5 aggregates passes away in one body and it arises in a new body. There is a momentarily gap in passing away and arising. This is called Gandhabba. Even in normal course of life aggregates arise and pass away. There is a momentary gap which is infinitesimally small or just a split second. This is not called Gandhabba. Gandhabba is the name for the gap at death, i.e., aggregates passed away in one body but yet to arise in another.
Also see: Is Rebirth Immediate? for a more detailed discussion.