x=cbind(c(.6,.4)) c=x A=cbind(c(.95,.05),c(.03,.97)) while(length(c)<10000){ x=A%*%x c=cbind(c,x)} x=cbind(c(1,0)) c=x A=cbind(c(1,1),c(1,0)) while(length(c)<20){ x=A%*%x c=cbind(c,x)} plot(c[1,],c[2,])