Given a stochastic matrix $p(x,y)$ on a finite or countable set $S$ with invariant probability measure $\mu$. Verify that the adjoint of the Markov operator $P:L_2(\mu)\rar L_2(\mu)$ is given by $$ P^*f(x)=\sum_y f(y)q(x,y), \quad\mbox{where}\quad q(x,y)=\frac{p(y,x)\mu(y)}{\mu(x)} $$ and conclude that $\mu$ is reversible iff $$ \forall x,y\in S:\quad \mu(x)p(x,y)=\mu(y)p(y,x)~. $$ Give an example of a stochastic matrix with multiple reversible measures.
Put $\la f,g\ra\colon=\sum f(x)g(x)\mu(x)$. Assuming $\mu(y) > 0$ for all $y\in S$ we get \begin{eqnarray*} \la P^*f,g\ra &=&\la f,Pg\ra =\sum_xf(x)Pg(x)\mu(x)\\ &=&\sum_{x,y}f(x)g(y)\frac{p(x,y)\mu(x)}{\mu(y)}\mu(y) =\sum_y\sum_x f(x)q(y,x)g(y)\mu(y) \end{eqnarray*} and therefore: $P^*f(y)=\sum_x f(x)q(y,x)$.