markov-chain.R

simonwoo — Aug 29, 2012, 11:36 AM

m1=matrix(c(.1,.9),nrow=1)
p=matrix(c(0.8,0.6,0.2,0.4),ncol=2)
m1 %*% p %*% p %*% p%*% p%*% p%*% p%*% p
     [,1] [,2]
[1,] 0.75 0.25