First the BLE device in scanner device (after receiving Advertising packet from Advertiser) will receive LE_Create_Connection command from its Host. Then the Link layer of the device in scanning mode will enter in Initiating state and send a CONNECT_REQ PDU towards the device that was advertising. On receiving this CONNECT_REQ PDU, device in Advertising state (slave role) will check whether the CONNECT_REQ PDU contains its device address or not, if yes it will enter in Connection state and if not either it will keep Advertising or it will leave the advertising state and enter in standby state.