Definition (Recurrent)
A set is said to be recurrent if the Markov chain visits infinitely often in expectation, when the process starts in : where is the Occupation Time.
Lemma (Recurrence & Transience are Class Properties)
Let be two distinct states. Assume they communicate (). Then and are either both recurrent or both transient.
Remark
As a result, all states in a Communicating Class are either all recurrent or all transient.