Question: Let pry = P(X, = y Xo = x) be the n-step transition probabilities of an arbitrary Markov chain on a state space S. Suppose

Let pry = P(X, = y Xo = x) be the

Let pry = P(X, = y Xo = x) be the n-step transition probabilities of an arbitrary Markov chain on a state space S. Suppose that PI,y = 1, (1) where Pry = Pry. Show that for any integer n > 0, Vy ES, _ p() PE,y = 1. IES

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