Doubly stochastic matrix in Markov and distributions

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The transition matrix $\bf P$ of a Markov chain be a doubly stochastic matrix that is all entries are non-negative and all row sums as well as all column sums are equal to $1$. How can I prove that the uniform distribution $\boldsymbol{\pi} = \frac1k {\bf 1}$ is a stationary distribution of $P$