Pellet stoves without an igniter are lit by using a handful of pellets with some starter gel applied and then lit using a flame. This type of stove will not cycle on and off with a thermostat because the stove won't re-light automatically. They will burn at low heat, and increase heat when more warmth is required. An automatic elecronic igniter is a bit like a heavy duty car cigarette lighter. If a pellet stove has one of these, a thermostat will allow it to shut down completely when no heat is required, and then re-ignite when heat is demanded.