## Irreducible Markov chain

elhilali
oVyV1MHmdz
Hi,

here is a remark that I would like to prove but I don't know how. If you can help me it would be great.
Let Xn be an irreducible Markov chain on the state space {1,2,....N}
there exist C <= infinit and q<1 such that for any states i,j,
P{Xm different of j for m =1,2....n | X0=i} is less or equal to Cq

Thanks you !