The asymptotic behaviour of the sequence (𝒞
n
(ω), wc,n
(ω)/n), is studied where 𝒞
n
(ω) is the class of all cycles c occurring along the trajectory ωof a recurrent strictly stationary Markov chain (ξ n
) until time n and wc,n
(ω) is the number of occurrences of the cycle c until time n. The previous sequence of sample weighted classes converges almost surely to a class of directed weighted cycles (𝒞∞, ω
c
) which represents uniquely the chain (ξ n
) as a circuit chain, and ω c
is given a probabilistic interpretation.
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