how to simulate markov chain

Hello;

Could you please help me about simulating a Markov Chain? I have a transition probability matrix 5x5 and I'd like to simulate with the initial state as 4.

Answer 1

[Roger Stafford]

If T is the 5 x 5 transition probability matrix, to find the n-th state, do this:

   xn = T^n*[0;0;0;1;0];