Have a look at https://au.mathworks.com/matlabcentral/answers/391167-steady-state-and-transition-probablities-from-markov-chain

https://au.mathworks.com/matlabcentral/answers/282761-how-to-programme-to-calculate-transition-probability-matrix

Thank you for your answer.

Dear Qamar Abbas ,

Look the link, maybe useful.

https://www.sciencedirect.com/topics/mathematics/transition-probability-matrix

Regards,

Shafagat

Thank you for your comment

One of my own algorithms does that. It is called Discrete Probability Detector (DPD). DPD transforms any sequence of symbols into a transition matrix. Please look at the project:

https://github.com/Gagniuc/Discrete-Probability-Detector-JS

Live: https://gagniuc.github.io/Discrete-Probability-Detector-JS/