Let $(X_n)$ be a Markov chain on a standard borelian space $\mathbb{X}$. Any stopping time $τ$ such that $\mathbb{E}_xτ$ is finite for all $x\in\mathbb{X}$ induces a Markov chain in $\mathbb{X}$. In this article, we show that there is a bijection between the invariant measures for the original chain and for the induced one. We then study drift functions and prove a few relations that link the Markov operator for the original chain and for the induced one. The aim is to use this drift function and the induced operator to link the solution to Poisson's equation $(I\_d-P)g=f$ for the original chain and for the induced one. We also see how drift functions can be used to control excursions of the walk and to obtain the law of large numbers, the central limit theorem and the law of the iterated logarithm for martingales. We use this technique to study the random walk on $\mathbb{R}_+$ defined by $X_{n+1} = \max( X_n + Y_{n+1}, 0)$ where $(Y_n)$ is an iid sequence of law $ρ^{\otimes \mathbb{N}}$ for a probability measure $ρ$ having a finite first moment and a negative drift.