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Invariant Distribution ↔ Positive Recurrence

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Definition
StochasticProcesses

Let PP be irreducible. The following are equivalent: 1. Every state is positive recurrent. 2. Some state kSk\in S is positive recurrent. 3. PP has an invariant distribution, π\pi.

If P is irreducible: 1. Have three scenarios: 1. All states are transient 2. All states are positive recurrent. 3. All states are null recurrent. 2. \exists invariant distribution π    \pi\iff PP is positive recurrent 3. \exists invariant distribution π    \pi\implies π\pi is unique