  We consider mean field games with ergodic cost in the framework of a general
discrete time controlled Markov processes. The state space of the processes is
given by a general $\sigma$-compact Polish space. Under certain conditions, we
show the existence of a mean field game equilibrium. We also study the
$N$-person game where the players interacts with each other via their empirical
measure. We show that the $N$-person game has Nash equilibrium and as $N$ tends
to infinity the equilibria converge to a mean field game solution.
