While he was still speaking, some people came from the leader's house to say, "Your daughter is dead. Why trouble the teacher any further?" But overhearing what they said, Jesus said to the leader of the synagogue, "Do not fear, only believe." He allowed no one to follow him except Peter, James, and John, the brother of James. When they came to the house of the leader of the synagogue, he saw a commotion, people weeping and wailing loudly. When he had entered, he said to them, "Why do you make a commotion and weep? The child is not dead but sleeping." And they laughed at him. Then he put them all outside, and took the child's father and mother and those who were with him, and went in where the child was. He took her by the hand and said to her, "Talitha cum," which means, "Little girl, get up!" And immediately the girl got up and began to walk about (she was twelve years of age). At this they were overcome with amazement. He strictly ordered them that no one should know this, and told them to give her something to eat.
"Do not fear, only believe." Jesus tells this to Jairus right after he receives the crushing news of his daughter's death. Jairus does respond with belief. He certainly continues to accompany Jesus to his house when, from a human perspective, it would have seemed inappropriate and perhaps disrespectful to do so.
There are stages of faith. There is the initial, probing faith born of hope. Jairus first displayed this faith when he came to Jesus and asked that he lay his hands on his daughter so she may be made well. (Mark 5.23) Jairus then had to suffer the interminable wait while Jesus journeyed to his house. To make matters worse Jesus stopped along the way to interact with another whom he healed. Could not Jairus have been tempted to anger at these delays which could have been objectively seen as the reason Jesus did not reach his daughter on time? Finally there is the level of heroic faith, when all seems lost and there seems no reason to continue believing. It is precisely at this time that the wicked angels make their strongest efforts to cause us to despair: "It is too late, all is lost. There is no further reason to believe." The choice is entirely and only ours at times like these. Do we despair and abandon faith or, against all reason and odds, do we make the decision to put forth heroic faith helped by that grace from on high which tells us "Do not fear, only believe."
These stages of faith prior to Jesus raising the dead to life also occur during the raising of Lazarus.