I am trying to TeX a transition matrix for a Markov process and I want to be consistent with our textbook and label the columns and rows. I found \kbordermatrix and that let me produce:
\[\kbordermatrix{
&L&M&C \cr
L& .94 & .02 & .01 \cr
M& .05 & .96 & .04 \cr
C& .01 & .02 & .95 \cr
}\]
But I'd like to add another label that spans the last three columns that says Current State (and is underline) and I'd like a way to label the the last three rows with Next State.
Is there an easy way to do this?

