Can you teach me how to run stochastic simulation markov chain - gambler ruin, given a probability transition matrix and an initial state ? You can use your own example. p/s: must have to use R coding 

Markov chain - gambler ruin example:

cake And pie play game card. They both start with $5, and after each game, loser pay $1 to winner. The game will stop when one of them run out of money or they have played 30 games (whosever come first). The probability that Pie win is 0.6.

Use R coding to run Stochastic simulation, to calculate the probability that Pie will Win all money, including find mean and std. error