Define Recursive Trigger and how to avoid it in Salesforce?

Recursive Trigger: If a trigger is called again and again than it is called a recursive trigger.
To avoid recursive triggers we can create a class with a static Boolean variable with default value true. e.g.
public Class checkRecursive{
private static boolean run = true;
public static boolean runOnce(){
if(run){
run=false;
return true;
}else{
return run;
}
}