% generalchain.m simulates a Markov chain with a general state space given an% initial distribution and a transition matrix.% Program to simulate a Markov chain% You might want to set up another .m file that defines S, mu, and P% The program assumes that the states are labeled 1, 2, ...% Below is a sample, which you can use by uncommenting these lines% S=[0 1 2];      % state space% mu=[1 0 0];     % initial distribution% P=[[.6 .3 .1]; [.3 .3 .4]; [.4 .1 .5]];  % transition matrixn=200;           % number of time steps to takex=zeros(1,n+1); % clear out any old valuest=0:n;          % time indicesx(1)=rando(mu); % generate first x value (time 0, not time 1)for i=1:n,  x(i+1) = rando(P(x(i),:));endplot(t, S(x));axis([0 n S(1) S(length(S))]);