Positive recurrent Markov chain (source code)

= Positive recurrent Markov chain

An <irreducible Markov chain> is positive recurrent when its mean return times are finite. For a <nonexplosive Markov chain> on a countable state space, this is equivalent to the existence of a <stationary distribution> on its irreducible class. For continuous time, a return cycle includes departure and return, rather than counting immediate residence as a return.