how to generate transition probability matrix

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Jay Hanuman 2016-10-22

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https://ww2.mathworks.cn/matlabcentral/answers/308572-how-to-generate-transition-probability-matrix

编辑： Jay Hanuman 2016-10-22

I have transition probability matrix

             0.88    0.04     0.02    0.06
             0.03    0.075    0.85    0.045
             0.02    0.03     0.02    0.93
             0.91    0.03     0.04    0.02

I want to generate first order markov chain number from that. I have to decide matrix myself but I want big matrix so I have to decide this big matrix by manually. so how to make big transition matrix. each row of transition matrix should have one element with high probability and other have low probability. i.e.

0.03 0.075 0.85 0.045

above row has one probability 0.85(high) and other have low i.e.

0.03 0.075 0.045

so how to do this.