Some yogis of India believe in transcendental state of mind. However I saw no such reference in the teachings of Buddha. So , what is difference between transcendental state of mind and Nirvana? (Assuming Nirvana is the Buddhist state of mind)
Nirvana is not a state of mind but is an element the transcendental mind has sense contact with.
As for "transcendental" mind, the Pali is "lokuttara"; which literally means "above/beyond the world".
Thus you should train yourselves: 'We will listen when discourses that are words of the Tathagata — deep, deep in their meaning, transcendent (lokuttara), connected with emptiness — are being recited. We will lend ear, will set our hearts on knowing them, will regard these teachings as worth grasping & mastering.' That's how you should train yourselves.