Past exam of the mathematics course of the University of Cambridge / 2014 / ib / Paper 1 / 20H / ii / Solution

The convergence theorem for an irreducible aperiodic positive recurrent Markov chain says ${\mathbb{P}}_i(X_n=j)\to {\pi }_j$ for every pair of states. Apply it to $i=j=0$ and take the complement:Although $p_{00}=0$, the chain is aperiodic because its possible return lengths have greatest common divisor one; a self-loop is sufficient but not necessary for aperiodicity.