[Arjen Markus] (17 january 2003) The script below implements (without any argument checking) a type of stochastic process due to A.A.Markov. The idea is that a system changes from one state to another (in case the states are discrete) based on the current state only and the probability with which it changes to that other state. For instance: the example resembles a traffic light. Such a system cycles through three states: from green to orange to red to green (in some countries there is a variation: from red to orange to green, but not in Holland). Of course the time it remains in any one state will depend on the circumstances. So, the example assumes that it will remain in either the green or the red state for a while, making a quick transition when in the orange state. This is reflected by the magnitude of the probabilities. One thing: the matrix' rows must add up to 1. Otherwise it could drop out of the set of valid states. ----