 Excursion occupation measure

For a recurrent Markov chain, start at $k$ and stop at its first positive return $T_k$. The expected visits to each state before that return form the excursion occupation measure. Its $k$th coordinate is one. Counting the return endpoint instead of the start gives the same measure. It is invariant by shifting the occupation sum one time step and using the Markov property. Any Markov chain invariant measure normalized by $x_k=1$ dominates it: iterate the stationarity equations on the state space with $k$ removed, then retain the nonnegative excursion-path terms.