I want to find a counter example for the following statement:
"If an irreducible Markov chain has period 2, then for every state $i \in S$ we have $P_{ii}^2 > 0$"
I feel like that we can't really find a counterexample for this statement, since $2$ is the gcd of itself.
Do you guys have any thoughts?
Consider $P=\begin{pmatrix} 0 & 1\\ 1 & 0 \end{pmatrix}$.