Past exam of the mathematics course of the University of Cambridge / 2004 / ib / Paper 1 / 11H / b / Solution

A recurrent state $i$ satisfies ${\mathrm{Pr}}_i(T_i^{+}<\infty )=1$, where $T_i^{+}=\inf \{n\ge 1:X_n=i\}$. Saying that the transition matrix is recurrent means that every state is recurrent. In an irreducible Markov chain it suffices that one state is recurrent, since recurrence is a communicating-class property.