Recurrence survives deletion of self-transitions (source code)

= Recurrence survives deletion of self-transitions

An irreducible recurrent discrete-time <Markov chain> with at least two states has $P_{ii}<1$ 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.