Recurrence survives deletion of self-transitions

ID: recurrence-survives-deletion-of-self-transitions

An irreducible recurrent discrete-time Markov chain with at least two states has everywhere. Removing repeated consecutive states from a positive-probability path proves irreducibility of its discrete-time jump chain. Each sojourn in a state is almost surely finite; infinitely many visits to a recurrent state therefore correspond to infinitely many distinct returning sojourns. The jump chain remains recurrent, although deleting holding times may change periodicity.

New to topics? Read the docs here!