Define the length of the r-th excursion to state i as the difference between passage times or Si(r)ā=Ti(r)āāTi(rā1)āfor rā„1.
By strong markov property Si(2)ā,Si(3)ā,⦠are iid. With common distribution is distribution of Si(2)ā conditional on X0ā=i
Assume X1ā=i and P recurrent, then: 1. Si(2)ā,Si(3)ā,⦠are iid 2. P(limrāāār1āTi(r)ā=miā)=1 where miā=Eiā[Ti(1)ā]