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Write a code that takes a N N transition probability matrix and a positive number n, and produces the n-th power of a transition probability
Write a code that takes a N N transition probability matrix and a positive number n, and produces the n-th power of a transition probability matrix, presenting the output in visual form (i.e. writing the rows and columns of the matrix)
(a) Use this to calculate p2, p5, p10, p20 and p40 for: the Gamblers ruin (with M = 5) and the Ehrenfest chain (with N = 6).
(b) What pattern do you see as n increases for each matrix?
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