# chex46.s J F Monahan, June 2001 # Markov Chain transition probabiltiy matrix A <- c(2,0,0,6,0,0,0,0,0,2, 0,1,0,0,6,0,3,0,0,0, 0,1,0,0,0,0,0,8,0,1, 0,0,6,0,3,0,0,0,0,1, 0,5,0,0,5,0,0,0,0,0, 0,5,0,0,2,0,0,0,3,0, 0,0,0,0,7,0,2,0,0,1, 1,0,9,0,0,0,0,0,0,0, 0,1,0,0,0,8,0,0,0,1, 0,4,0,0,0,4,0,0,0,2) A <- matrix(A,10,10)/10 "matrix" A x <- rep(.1,10) one <- rep(1,10) "column sum -- is it a transition matrix?" one %*% A "new prob vector" A %*% x rm(list=ls())