Skip to main content
3 of 4
added 227 characters in body
Olivier
  • 468
  • 2
  • 11

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

By the strong Markov property, what you seem to imply is eaquivalent to 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.

(Aperiodic) example: for the 2 regular graph $\mathbb Z/n\mathbb Z$, $n$ even, if you take $U$ to be the set of odd/even numbers, then the probability to stay in U the next step after entering it is 0. On the other hand, if choice $U=\{n/2,...,n-1\}$, then the probability to stay in $U$ the next step after entering it at a strictly positive time is $1/2$, and this coincides with $\pi(U)$. This means the boundary of U matters.

Olivier
  • 468
  • 2
  • 11