How to create a matrix of Markov Chain satisfy state recursion in R

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How to create a matrix of Markov Chain satisfy state recursion in R

smkosir
How to create the transition matrix of a Markov chain that satisfies the state recursion Xt+1 = max{0, min{5, Xt + Yt+1 − 2}}
where {Yt} are i.i.d. Poisson random variables with parameter λ = 2.5.

Thanks