how to generate transition probability matrix

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Jay Hanuman
Jay Hanuman 2016-10-22
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.

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