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Jul 25, 2018 at 16:35 comment added Sam OT I have realised, however, that my question was poorly worded. The reference you've given basically just says that $P_s(x,y) \le P_s(x,x)$ for all $x$ and $y$; this is in Aldous-Fill and Levin-Peres-Wilmer. One then obtains my desired monotonicity by considering $r$ and $r+1$ and using the strong Markov property at the hitting time of $r$.
Jul 25, 2018 at 16:26 comment added Sam OT Thanks for the reference. The English Google Books preview didn't allow me page 335, but the Dutch one does!
Jul 25, 2018 at 11:40 history answered Carlo Beenakker CC BY-SA 4.0