6. Write a R program for finding stationary distribution of markanov chains. || R

 # Define the transition matrix (replace with your own data) 

transition_matrix <- matrix(c( 

0.7, 0.3, 

0.2, 0.8 

), nrow = 2, byrow = TRUE) 

# Initial state probabilities (replace with your own data)

initial_probabilities <- c(0.5, 0.5) 

# Number of iterations for convergence 

num_iterations <- 1000 

# Initialize the state vector 

current_state <- initial_probabilities 

# Perform iterations to find the stationary distribution 

for (i in 1:num_iterations) { 

current_state <- transition_matrix %*% current_state 

} 

# Print the stationary distribution 

cat("Stationary Distribution:\n") 

print(current_state)