Simulate 2 state Markov Chain from Wikipedia

mc.R

# simulating https://en.wikipedia.org/wiki/Markov_chain#/media/File:Markovkate_01.svg
library(ggplot2)

means = c()

ntimes <- 1000

for (t in 1:ntimes) {
  n <- 1000
  state <- c(1)
  chaos <- runif(n)
  
  for(i in 1:(length(chaos) - length(state))) {
    current <- state[length(state)]
    if (current == 1) {
      if (chaos[i] <= .4) {
        state <- c(state, 0)
      } else {
        state <- c(state, 1)
      }
    } else {
      if (chaos[i] <= .7) {
        state <- c(state, 1)
      } else {
        state <- c(state, 0)
      }
    }
  }
  
  state <- factor(state, labels = c('e', 'a'))
  means <- c(means, mean(state == 'e'))
}

qplot(means, geom="histogram", binwidth = .005) +
  geom_vline(xintercept = mean(means), color = 'blue')