Generating immutable cyclic data structures

Suppose I have this simple class:

public class Pair {
    public readonly object first;
    public readonly object second;

    public Pair(object first, object second) {
        this.first = first;
        this.second = second;
    }
}

It would be impossible to generate a cyclic graph of pairs.

How would you create a similar class, that is still immutable, but can be used somehow to generate cyclic graphs?