# The probability transition matrix
trans = matrix(c(1/3,1/3,1/3,
                0,2/3,1/3,
                2/3,0,1/3), ncol=3, byrow=TRUE);

# Markov chain simultation function
run = function()
{
    # The state that we're starting in
    state = sample(1:3, 1);
    cat("Starting state:", state, "\n");

    # Make twenty steps through the markov chain
    for (i in 1:20)
    {
        cat("> Dist:", paste(round(c(trans[state,]), 2)), "\n");
        newState <- sample(1:ncol(trans), 1, prob=trans[state,])
        cat("*", state, "->", newState, "\n");
        state = newState;
    }
}