How to simulate a Markov chain?

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naimy amr
naimy amr 2017-2-8
Can you help me?
my probelm is:
The target can be present or absent from the surveillance region at a discrete-time k. Target present (existence)variable Ek is modeled by two-state Markov chain, that is Ek={0,1}(0: dennotes the event that a target is not present, while 1 denotes when target is absent. we assume that transitional probabilities of target "birth" (Pb) and "death"(Pd), defined as: Pb=P{Ek=1/Ek-1=0} pd=P{Ek=0/Ek-1=1} are known. the other two transitional probabilities of this markov chain, the probability of staying alive and the probability of remaining absent, are given by 1-Pd and 1-Pb, respectively. The transitional probability matrix (TPM) is given by:transition matrix=[1-Pb;Pd 1-Pd]; where Pb=0.05 and Pd=0.05; The initial target existence probability (at time k=1), denoted as mu1=P{E1=1}=0.05. You can help me to simulate this markov chain?

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