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Olivier
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[no right to comment, so I post this as an answer]

By the strong Markov property, what you seem to believe is the following: starting at time 0 from the (uniform) stationary distribution restricted on $U$, $\pi(\cdot \cap U)/\pi(U)$, you are distributed according $\pi$ at time 1. This is wrong in general (see the previous comment by Liviu): you may need more time.

Olivier
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