Temporary "hesitation" in 3rd gear: 2003 BMW



I recently purcharsed a used BMW 325 CI with automatic transmission. I have noticed that when I accelerate “normally” and the car switches to 3rd gear, the rpm gauge will drop or scale back a tiny bit around 3000 rpm causing a slight loss of power. However, if I am punching 2nd gear and the switch to 3rd occurs above 3000 rpm, that “hesitation” does not occur and no loss of power occurs. Am I facing a transmission problem or something else? Thanks for any help on this.