# define transition matrix P = t(matrix(c(0.8, 0.2, 0.0, 0.4, 0.4, 0.2, 0.2, 0.6, 0.2), nrow = 3, ncol = 3)) # eigenvalues and eigenvectors eig = eigen(P) # get eigenvalues v = eig$values # diagonal matrix with eigenvalues diagonal = diag(v) # get eigenvectors phi = eig$vectors # load MASS package for matrix inversion library(MASS) phiINV = ginv(phi) # perform matrix multiplication phihoch176 = phi %*% diagonal^176 %*% phiINV # multiply with initial distribution alpha = c(1,0,0) c(1,0,0) %*% phihoch176