Question: Let .Xn/n0 be a Markov chain with transition matrix on a countable set E, and suppose that Px.y < 1/ D 1 for all

Let .Xn/n0 be a Markov chain with transition matrix … on a countable set E, and suppose that Px.y < 1/ D 1 for all x; y 2 E. Let h W E ! OE0;1OE be harmonic, in that

…h D h. Show that h must be constant.

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