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Yes, condition uniqueness holds. Condition 2 implies that every state $j$ is either absorbing $(j\not\in H)$ or transient $(j\in H)$. Define the absorption time to be $T=\inf (n\geq 0: X_n\not\in H)$. This $T$ is almost surely finite for any starting state $i$. i$, that is, the chain is eventually absorbed. If $j\in H$, then $p^n_{ij}=P_i(X_n=j)\leq P_i(T>n)\to 0=:Q_{ij}$ as $n\to\infty$. If $j\not\in H$, then $p^n_{ij}=P_i(X_n=j)\uparrow P_i(X_T=j)=:Q_{ij}$ as $n\to\infty$. |
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Yes, condition 2 implies that every state $j$ is either absorbing $(j\not\in H)$ or transient $(j\in H)$. Define the absorption time to be $T=\inf (n\geq 0: X_n\not\in H)$. This $T$ is almost surely finite for any starting state $i$. If $j\in H$, then $p^n_{ij}=P_i(X_n=j)\leq P_i(T>n)\to 0=:Q_{ij}$ as $n\to\infty$. If $j\not\in H$, then $p^n_{ij}=P_i(X_n=j)\uparrow P_i(X_T=j)=:Q_{ij}$ as $n\to\infty$. |
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