Suppose the following matrix is the transition probability matrix associated with a Markov chain.
0.5 0.2 0.3
P= 0.0 0.1 0.9
0.0 0.0 1.0
In order to study the nature of the states of a Markov chain, a state transition diagram of the Markov chain is drawn.
\documentclass[12pt,a4paper]{article}
\usepackage{tikz}
\usetikzlibrary{shapes,arrows,positioning}
\begin{tikzpicture}[->,>=stealth',shorten >=2pt, line width=3pt,
node distance=2cm, style ={minimum size=20mm}]
\tikzstyle{every node}=[font=\huge]
\node [circle, draw] (a) {1};
\path (a) edge [loop above] (a);
\node [circle, draw] (b) [right=of a] {2};
\path (b) edge [loop above] (b);
\draw[->] (a) -- (b);
\node [circle, draw] (c) [below=of a] {3};
\path (c) edge [loop below] (c);
\draw[->] (a) -- (c);
\draw[->] (b) -- (c);
\end{tikzpicture}