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ij i,j∈E

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û'cC.R@).10)5<0)5:A.1@ 24‚3TwL:0); O ;>LMG.10‰F4.3=>5x@). O C"5iH_;>N*0Bp ;DC"5qfG·˜=E5I9?5:GF4L X 5U=E5UTLM0B; O ;DQMa.R½.R=u;>40VC"5:cC). n 0B.
C;D.14. 24. {X }{ .10t2465 O 5:FG.165‡F4.¯±$5:@B°:L H O LM E = Z 9?5*C@);DȊF4.JC@)5:40B; O ;DQM O L:9rL‡0);DXM24.Iª N
n
{ n n≥0
 )
0 ; L p
1/2 .R j =
ijp = O 265:i= { −2G;>1.1@vLIjC@)=L O i5:+0)L 1
sS0BC).¯.'ZB.19<T4=>Li9x24.10VC@5 24. E TwL_F4@)>5U0).R@2G O LM*ZB24cCL<;> 4;DC)L4f
0

·h5?;D[C)24; O ;>QM½0).RXM24@5I9r.R[{ C).U;>GF4; O 5?5:==>. O CL:@ 24. .1}@B.1=E5 O Ð ;>Q:j5:=.ŒZB.R9rT4=DLaé =E5rT4@)LMA45:A4;>=D;>F65IFoFG.



24. X = C .10 1/2 ;D4F4.1T.1GF4;>.R[C).19<.1cC.ƒF4. n f_{ sSaN @).R=E5 O ;>QM<5:=”.'ZB.19<T4=>Lë T65:@)N 524 n X:@5:4FG.].10ÏF4.
0){ L:0)T. O ¹ 5:@ 24. P (XN = 1) .10vT. 24.Rï65 P (X = 6) .R0 O .1@ O 5:45<5 1 fG»­4L‡N 5*ˆ6;>XM;D@)0B.]0); .Ro@B.1=>5 O ;DQM
n

5:=u.'ZB.19<T4=>Lr{ í =E5U;>cC)24; O ;>QM/4L<5:@B@){ L*Z)5iT4;D0Bp C5:0v0)LMAG@).3=E5iT4@BLMA65:A4;D=>;DF65:F?FG. 24.24½5:2GC)L 5:=uN FGE5<í:ñ .R0BC)‚

n n

.1$ð2 O 249r†:uN f¸±$†:0Š5IF4.1=>5:cC.¯H:.1@B.19<LM0 O QM9rL .Rj9U2 O ¹ LM0 O 5:0)LM0 =DLM0t;>cC{ .R@)@)L:Xc5:cC.R0 N 24.U0B.xT4=>5:cN C.K5I
@).R0)T. O CLaF4.¯=E5‡.RH:LM=>2 O ;>QMoF4.R=0B;>0BC).19r5<TG24.1F4.RN }@).R0)TLM4F4.R@)0).x9r.RNF4;E5:cC).9r5:4;DT424=>5 O ;DQM{ 5:=>X:.1A4@)5:; O 5‡FG.
=E5 O LM@)@B.10BTwLMGF4;>.R[C).¯9r5IC)@);>È]F4.JC@5I40); O ;>Q:uf
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ÿ ˜—˜•l™š–jöGœ¸·h59r5IC@B;>ÈSF4.~C@)5:40B; O ;DQM3F4.Ï24¯TG@)L O .10BL]F4.n±$5:@B°:L H.1024653²<^:%,+…³ƒ!"#&%' )(*#&%,+-)^
=>L O 265:= 24;>.R@).~F4. O ;>@ 24.Ï.102465t9?5*C@);DÈS5vH:5I=>LM@B.10h4Lt4.1XM5IC;…HMLM0 \ TG24.10 O LM@B@).10BTwL:4F4.1x5TG@)LMA65IA4;>=D;>F65:FG.10 N
F4.yT65:0)L]{ F4.n24x.10BC5:F4{ L35L:C@BL[d 24.‰=>50B249r5]F4.n=DLM0.1=>.R9r.RcCLM0F4. O 265:= 24;D.1@ =E5F65 1 ªIT45:@5 O 265:= 24;>.R@
i ∈ EN
C.1G.19<LM0 p{ { Ð {
!
X X [
pij = P (X1 = j | X0 = i) = P X1 ∈ j | X0 = i
j∈E j∈E j∈E

P (X1 ∈ E, X0 = i) P (X0 = i)
= = =1
 24.RF65 O LM9<L ø9<LM0BC)@5:@ 2G. O 265:= 24;>.R@vTwL:C).1 O ;E5U65*C24@)5:=uF4.J2445‡9r5IC)@);>ȃ.10VCL O †:0Œ„
P (X0 = i) P (X0 = i)
 
  
C; O 5i.10tL:C)@5i9r5IC@B;>Ȋ.R0BCL O †I0BC; O 5Gf { {
·h5 O LM4FG; O ;DQM9?5I@)°:L H_;E5I65o0B.‡@). .1@).?5oTG@)LMA65IA4;>=D;>F65:FG.10ŠF4. O 5I9UA4;>L:0JF4.‡.10BC5:F4L 2G.r;D[H:LM=>2 O @5I
;¹ D0BCL:@);E5I0 O LM9<T4=D.RC"5I0vF4.3=E5 O 5IF4.165qf~Ð .1@).R9rL:0t5 ¹ LM@)5‡2G65 O LM4F4; O ;DQM/. 24;…H:5I=>.1cC).T.1@BL { 2G.3C);>.R4. 2G.
HM.R@ O LM/‹_+>#&%Œ*+8^*#+lk¸"*²]z>!&%-^*# 9rL:0BC@)5:4F4L 24. FG.]5:=DXM2465Š9r5:4.R@5 =>{ 5:0ST4@BLMA65:A4;D=>;DF65:F4.R{ 0šF4. O 5:9UAG{ ;>LM0
¹ 5 O ;E5i[24.RH:LM0.10BC5:F4LM0.10VC"†:o;>qN ˆ624.1 O ;E5IF65:0v0){ Q:=>L‡N TwL:@v.1=˜Y4=…C;>9<LU.R0BC"5IF4N L O LM4L O ;DF4L‡F4.3=E5 ¹ ;D0BCL:@);E5qf
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å 6œ u!)^:k {X } m_k^®)^c`_!&k^W`_! }^: c*¶ µ n , n , . . . , n Ì k ≥ 0μ!&k6%'!&" #a%b^:z>!"#1m”!
0 ≤ n < n < ··· < n µ i ,i ,...,i ,j
0 1 k
!
n n≥0
n0 n1 nk
!"#&%b^c`_ #U&mG^:z>!"# 1m_+-!&)^ !nk6%'*k¸"!"# µ
0 1 k

" U!&²? #&%8BP^_(X

&+-´*k6f:·˜=E5I=9rj.R9r| XLM0 F=5:i= O LM,e. ZB.24. c, XCL3F4.v=;>Gi0BC"5I, [XC).10 =24i.v785:)=…C"=5:UPT4(X5:@5 O LM9r=TGj=>.R|CX5:@=>5 =¹ ;>i0VCLM)@B;E5 ¹ 5:0BC5
nk +1 nk nk n1 n1 n0 n0 nk +1 nk nk

.1=˜9<LM9<.1cCL n .R0FG. O ;D@ {

kN N
H:.K5:9<LM0 TLM@t;>GF42 O1O ;>QMF.R½==>5 {xO 5:c∈C;DZF65::F0 F4≤.x.1=>.R≤9rn.Rc}CLM−0vF4{n. F, . ..1.= , On249r, nTG=>};>9<;>.RcCLUF4.=E5UTG@)LMTLM0); O ;DQMuf
k k 1 0

pgq; |F | = 0N .10 F = ∅ .1=h.1[24 O ;E5:FGLr.R0H:.1@)F45:F4.1@BL?T42G.10 O LM@)@BN.10BTwLMGF4.x5‡=E5 O LM4F4; O ;>Q:o9r5:@B°:L H_;E5:65qf

» ¹ LM@5a0B24TwN L:4Xc5:9<LM0 Fp 6= ∅ fugq.K5 n 24}.R=>.19<.1cC)L/F4. F F4.1AG;>.1GF4L0).1@ n < n fu05:4FGLo.R= ¹ . O ¹ L
F4. 24. P ((A ∩ B) | C) = P (A | (B ∩ C)) P (B | C) @).R0)N 24=…C"5 24.∗ ∗
k
{ N {
P (Xnk +1 = j | Xnk = ink , . . . , Xn1 = in1 , Xn0 = in0 ) =
P
= e∈E P (Xnk +1 = j , Xn∗ = e | Xnk = ink , . . . , Xn1 = in1 , Xn0 = in0 )
P
= e∈E P (Xnk +1 = j | Xnk = ink , . . . , Xn1 = in1 , Xn0 = in0 , Xn∗ = e) ·
P (Xn∗ = e | Xnk = ink , . . . , Xn1 = in1 , Xn0 = in0 )
€L:@ ¹ >; TQ:C.R0);>0v;D4F42 O C;…H:5 C.R4.19<LM0 42 . T45:@5 O 62 5I= 24;>.R@
N { N { e∈E N
P (Xnk +1 = j | Xnk = ink , . . . , Xn0 = in0 , Xn∗ = e ) = P (Xnk +1 = j | Xnk = ink )
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TLM@v=DLUC"5:cCL
pMN N
P (Xnk +1 = j | Xnk = ink , . . . , Xn0 = in0 ) =
P
= e∈E P (Xnk +1 = j | Xnk = ink ) P (Xn∗ = e | Xnk = ink , . . . , Xn0 = in0 )
P
= P (Xnk +1 = j | Xnk = ink ) e∈E P (Xn∗ = e | Xnk = ink , . . . , Xn0 = in0 )

= P (Xnk +1 = j | Xnk = ink ) P (Xn∗ ∈ E | Xnk = ink , . . . , Xn0 = in0 )

0).RXMY4 24.1@BE5:9<=LM0vPF4(X .R9rLM0VC@)5:=@1f j| X = i )

nk +1 nk nk

{ 
$3’”èšÿh’”å&%6œ'yz¸ "!"# $!"#&%' )(*#&%,+-" !"#‡m_k^)^c`_!&k^$`_!(}^:)c*¶r#&+ # ´*z>a#&+ G^:B^
&mG^:+z 1mq+-!&n#&m6"!"#&+-´*-k ,~k6+l%-^i`_!Š!&k6%Œ!& # 0 ≤ n{X< }n < · · · < n µ &m4^:z+1m_+-!&]!&k6%'!&" mµ'≥* 1 * &mG^:µ z+1mq+-!&
n n≥0

# !&z>!""&+-´*k}`_!i!"#&%-^c`_ # i , i , . . . , i , j ∈ E µ # !i&mq²]z>!1m6!
n0 n1 nk
0 1 k

P (Xnk +m = j | Xnk = ink , . . . , Xn1 = in1 , Xn0 = in0 ) = P (Xnk +m = j | Xnk = ink )
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gq24TLM4;D.14FGLr5 ¹ LM@5i=>5‡TG@)LMT4;D.1F65IFHI†:=D;>F65¯T65:@5 m C).14.R9rLM0Rª m≥ 1 m =1
N
P (Xnk +m+1 = j | Xnk = ink , . . . , Xn0 = in0 ) =
P
= e∈E P (Xnk +m+1 = j , Xnk +m = e | Xnk = ink , . . . , Xn0 = in0 )
P
= e∈E P (Xnk +m+1 = j | Xnk +m = e, Xnk = ink , . . . , Xn0 = in0 ) ·
P (Xnk +m = e | Xnk = ink , . . . , Xn0 = in0 )
P
= e∈E P (Xnk +m+1 = j | Xnk +m = e) P (Xnk +m = e | Xnk = ink )
P
= e∈E P (Xnk +m+1 = j | Xnk +m = e, Xnk = ink ) P (Xnk +m = e | Xnk = ink )
P
= e∈E P (Xnk +m+1 = j, Xnk +m = e | Xnk = ink )

= P (Xnk +m+1 = j | Xnk = ink )

O L:½=DL { 2G. { 24.RF65<FG.19<LM0BC)@5:F65i=>5‡;DF65Gf
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õE hCL:9?5:GF4L m =N 1 n = n . . . n = 1 n = 0 NGp @B.1.R9rT4=>5:ÈK5I4F4Lo.1¼=>5 nO L:≥4F40; ON ;>j,QM i , .2G. .1. F6, i5j=>∈5 n 0

T4@BLMT4;>.RF65:F9r5:@)°ILeH_;>5:6N 5 O LM9<T4N=>.&C"5:4N FGL‡5:0)˜=>5UN F4.19<LM0BC)@Nh5 p O ;>QMF4.R=uC.RLM@).R9?5Gf

k 1 0 N˜{
sS$=DLi0)2 O .10B;DHML {X N } @).RT4@).R0).R[C5:@†<2465 O 5:FG.165‡F4.¯±$5:@B°:L H O LM O L:*ZB24cCL<F4.3.10VC"5:F4L:0 E \ 5


=>Li0B249<Lr[249<.1@)5:A4=>N .Kd 9r5IC@B;>È]FG.3C)@5:G0); O ;>QM P f

n n≥0

p
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;>cC).1@).R05 O LM4L O .R@ { O 24†:=”.10‰=>5T4@BLMA65:AG;>=>;DF65:F‡F4. 24. n 244;DF65:F4.R0yFG.ƒC;D.19<TwLF4.R0)T424‚R0 .R0BC)‚].1?24aF65:FGL N
.10VC"5:FGL j f”É].R0);>X:65:@).R9rL:0vTwLM@ p (n) 5i.10VC"5‡T4{ @)LMA45:N A4;>=D;>F65IF .R0tF4. O ;>@ N
ij N N
p (n) = P (X
TLM@ P 5r=>5<9r5IC@B;>È O LM$D4F4; O .10t.1 E O 2 5rTwLM0B; O ;>QM i, j .10 p (n) fw€LM@=E5‡0)24TLM0); O ;DQM½FG. ¹ L:9rLI„
ij m+n = j | X = i)
m

pXM.R4.1;DF65:F P (X = j | X = i) 4LrF4.1T.1p4FG.xF4. m \ 0)2$FG.19<LM0BC)@5 O ;>QM 24.1F65<F46.  

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n ij

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m+n m
{ ij Ð Ncp { ij n 0 N
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7 @

O 2G9rT4=D. { 24. p (0) = δ \ .1=¸F4.1=…C"5UF4.BAJ@)L:4. O °I.1@ N6{ 24.JHI5:=D. 1 0); i = j p 0 .1 O 5I0)L O L:[C)@5:@B;>L[d pa{ 24.
f€LM@L:C)@)L?=>5:F4L T45:@5 O 265:= 24;>.R@ n ≥ 1 O 265:=D.10 24;D.1@)5 i, j ∈ E C).14.R9rLM0 24. F4.¯5 24.R@)F4L
{ N O
ij ij
P5:=¸C)=.1LMP@B.19r5C%
1 N { p { N
N
(Pn+1 )ij = pij (n + 1) = P (Xn+1 = j | X0 = i)
X
= P (Xn+1 = j, Xn = e | X0 = i)
e∈E
X
= P (Xn+1 = j | Xn = e, X0 = i) P (Xn = e | X0 = i)
e∈E
X
= P (Xn+1 = j | Xn = e) P (Xn = e | X0 = i)
e∈E
X
= pie (n) pej = (Pn P )ij
wT LM@]=>L?C5:cCL T4@)L_F42 CL/9r5IC@B; ;>5:=hF4. d&f¸É].‡5 24š0B.iT424.1FG.UHM.1@ 24. T65:@)5
pMO 24N 5:= 24;D.1@ n ≥ 1N P.10 P ==PP P \ =E\ 5 n„'‚10B;>9rO 5]TL:C.R OO ;>5]F4.v=E5P9?5*p C@)P;DÈ P d .1{  O LM40). O 24.R O ;>5 T6{ 5I@5]N CL_F4LM0
e∈E

n+1 n n
{ ≥ 1 .R0 P N = P P fsS0BC5:0F4LM0Y4=DC);>9r5:0Š.&|qT4@B.10B;>LM4.R0x0BLM¦p:=>5:N 03F4.14L:9r;D65:F65:03¢_N «1h¤6«c¡8 ©h¢_Ä
n
n

m, £hD¢ x¿¤4žN ¥¦¤64© 3)5a wÇ8¥¦ ”À” ”Ÿ* _¨ O =E5KHM.R0T45:@5i.1=˜.RcC.1GF4;>9<;>.R[C)L‡F4.3=E5i.RH:LM=>2 O ;>QMF4.R=˜0);D0BC.R9?5qf

n m+n m n

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ÿ ˜—˜•l™š– ›Kñ6Fœ EnL:½=>5:N0t. O 245 O ;DLM4.10 .10F4;>@B. O C)L<H:.1@ 24. p (m + n) ≥ p (m) p (n) O 265e„
=>.R0 24;D.1@5i0B.K5: i, j, k ∈ E m, n ≥ 1 T424.10 N { ij ik kj
{ N N X
pij (m + n) = (Pm+n )ij = (Pm Pn )ij = pie (m) pej (n) ≥ pik (m) pkj (n)
$± †:0iX:.14.R@5:=D9r.R[C). e∈E

(m ) O
265:=D.10 24;D.1@)5
0).15:o=>LM0v.R[C).1@BLM0 mN ,pm (mij + m + · · · =>+
1
,...,m ≥ 1 p
2 :
L v
0 m.10B)C5:≥
4
F M
L 0rp (m ) p ik1 (m ) · f · · p
1
i, j, k , k , . . . , k
k1 k2 2 kr−1 j { r

sS<9U2 O LM0~0B;>0BC).19r5:0 .10 O L:4L O ;>F4LJ.R=6.10VC"5:F4L3F4.R=69r;D0)9<L].Rr.R=4;>40VC"5:cC). .1<.1= O 265:= O LM9<;>.R4ÈK5Š.R=

1 2 r 1 2 r−1

T4@BL O .10)Lcd&f[sS¹ rLIC@)L:0 0BQM=>LJN 0B. O LM4L O .t=E5ŠFG;>0BC)@);DA42 O ;DQMiF4. X fcÉ].R0);DXM4.19<LM0~TLM0@ µ\ 5:= O LM@)@B.10)TLM4FG;>.1cC).
HM. O C)LM@nF4.ƒF4;>0VC@B;>A42 O N ;>QM .10‰F4. O ;D@ µ = P (X = i) f4±$†I0nXM.R4.1@)5:=>9<.1cC. F4.10B;>XM4.R9rL:0 µ 5:=”HM. O CL:@
(0)
0

F4.3F4;D0BC@B;>A42 O ;>Q:/F4. X N HI5:=>.]F4. O N ;>@ µ = P (X = i) f N

(0) (n)
i 0

å  ›M›[Fœ G‰^:B^?%Œ1N`_ n ≥ 1 µ # N !%,+-!&k¸6! 1m”! µ = µ P 

(n)

š’”
n i n
(n) (0)

"U!&²? #&%8B^_&+-´*H
k w€5I@5 O 265:= 24;>.R@ j ∈ E n

{ X N X

(n)
µj = P (Xn = j) = P (Xn = j | X0 = e) P (X0 = e) = µ(0) n (0)
e Pej = µ Pn j

f e∈E e∈E

65 O 2G.10BC);>QM O .1cC@)5:=.10Š0)5:Aw.R@]0B; µ O L:[H:.1@BXM.‡5a5:=DXML O 265:4FGL n C);>.1GF4.U5?;D 4;…CL4f”€5:@5r.1=>=DL

4 LM0yT4@).RXM24cC"5I9rLM0Ï0); P O LMcHM.1@BXM.J5¯5:=>XM2G65¯9r5IC@B;>È Z)5qfJIƒ5:A4@)† O 5I0)LM0‰.R 24.ŠGL4f_€ÐLM@y.ŒZB.19<T4=DL T65:@)5 N
(n)

=E5U9r5IC)@);>È].10BC)L O †:0BC); O 5
n Ð { N
 
0 1
P =
C.R4.19<LM0 42 . 1 0
{ 
1 0
 
0 1

P = P =
€5:@5‡=E5U9r5IC@B;>È P 4F .1=˜.'ZB.19<T4=>L<é .R0 P = P O 265:= 2G;>.1@)5i0).K5 n1f 0
2k 2k+1
0 1
€5:@5‡=E5U9r5IC@B;>È P 4F .1=˜.'ZB.19<T4=>Lrí N C).14.R9rL:0=>5:N 0v0);DXM24{ ;D.1cC.R0t5:T4@)LK|q;>9r5 O ;>LM4.R01ª
n

  N   
0,42996 0,57004 0,428575 0,571425 0,428571 0,571429
P5 = P10 = P14 =
T65I@5 .10BC†<.R0BC5:A4;>=D;>È15:F65 \ 4F .1cC@BLrFG..R05:0ƒ5:T4@BLK|G;D9?5 O ;>L:4.10d&f
0,42753 0,57247 0,428569 0,571431 0,428571 0,571429
p n ≥ 14 PnN
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» ºF4./LMAqC.1G.1@ O LMGF4; O ;>LM4.R0iT65:@)5=>5 O L:[H:.1@BXM.1 O ;E5F4. P .10‡4. O .R05:@B;>LF4.10)5:@)@BLM=>=>5:@x[24.&HI5:0
¹ .R@)@5I9rÐ ;D.1cC"5:0 N C"5I@).K5 { 24.=>=D.RHI5:@).R9rL:0‰5 O 5:AL‡.1o=E5:0vT4@BQK|G;D9?5I0vF4LM0tN 0). O1O ;DLM4.R01f
n

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x.10VC"5:FGL e ∈ E 0).ÏF4; O .ϞS¢[Ÿ*ÄK¡8ÄR ¢_©w ¢ \ LŸe¢q« 1hŸeŸe¢q© ¢qd˜0B; O LM¯TG@)LMA65IA4;>=D;>F65:F 1 =E5 O 5IF4.165tH_24.1=…HM.
5 e ¹ 5:AG;>.1GF4La.19<T.1ÈK5IF4La.1 e õ¸.10]F4. O ;>@ 0); P (X = e T65I@5‡5:N =>X:Y4 n ≥ 1 | X = e)N = 1 fusS0BC)L/.10Š=DL
9<;>0)9<L 2G.JF4. O ;>@ 24. P ((X = e ∨ X N= e ∨ . . .) | X = e) = 1 fqƒ/.10VC"5:FGL 2G.J4LU.10vT.1@B0);D0BC.RcC.
n 0

0).3F4.R4LM{ 9<;>65U Ÿe¤6©{ ÄK¡l  ”Ÿ*¡8 hf 1 2 0 {

ã‰ä1’”åJæ”ç_èƛe¾Gœygq.15 CLM9<.19<LM0 f ~.1@B; 24.„

9<LM0ŠTLM@];D4F42 ORO ;>Q:}.1 En ≥= 1{i, j}24. N6pp (n) = 4 pª p= (1) ii 0,25 N p = 0,75 N p0B24T=LM40;>N .Rp4F4L = 241.UHI5:=>.¯Ð6T6{ 5:@)5
ij ji jj

nN
{ ii
−n
ii= p = 4 pMN ii
−1
{
» ¹ LM@5i9<LM0BpC)@).1(n9<LM+0 1)24.3=.1P=˜.R0BC5:F4=L (Pi .R0vPC)@5I4=0);…CPLM@B;>PL4ª + P P = 4 4 + P · 0 = 4
n+1 n n n −n −1 n −n−1
ii ii ii ii ii ij ji ij

{ ∞ ∞
X X
P ((X1 = i ∨ X2 = i ∨ . . .) | X0 = i) ≤ P (Xn = i | X0 = i) = 4−n < 1
€L:@LIC@)L‡=>5:F4L 1. =˜.10VC"5:FGL j .R0tTw.R@)0);D0BC).1cC. TG24.10 n=1 n=1

N N
@).R0)24=…C"5:GF4L‡1.1c≥CLMP O ((X
.10 P =((Xj ∨=Xj ∨=Xj ∨=. .j.)∨| .X. .)=| Xj) ≥= Pj)(X= 1=f j | X = j) = p = 1
1 2 0 1 0 jj


‘x’”“4•l–•l—˜•l™š–÷›Ké6œv€5:@)5 i, j ∈ E n ≥ 1 f (n) F4.1GL:C"55 P(X = j, X 6= j, . . . , X 6=
1 2 0

fysS0aF4. O ;>@ f (n) .R0?=>5WT4p @BLMA65:A4;D=>;DF6N 5:FºF4. 24.½=E5 O 5:F4.R65 ¹ 5:A4;>.R4F4LW.19<Tw.RÈK5:F4L¦.1.R=

ij n n−1 1

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j| X
0 = i) ij

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=E5 O 5:F4.R65 ¹ 5:{ A4;D.14fFGL<(0).R9r=T.10È15:F4L‡.1 { i H_;D0);DC). j .R$i, j5:=D∈XMY4E;>G0BC"5I[C).3TwLM0VC.Rf@);>L:@1f4sS0F4. O ;>@
ij ij {
N N ∞
N
X
fij = fij (n)

\ TLM@v[24.R0BC@)5 O LMcHM.1 O ;>Q: N =E5i0)2G9?5iT424.RF4..19<Tw.RÈK5:@vF4.R0)F4. 0df

n=1

gq.C;D.14. 24. .R0<T.1@B0);D0BC.RcC.o0); 0)QM=DL0B; f = 1 ªS.R=v.RHM.RcCL X .R0

. 24;…HI5:=>.R[C).5:{ =u.RH:.1jcCL Nšp N jj 1 = j ∨ X2 = j ∨ · · ·
{ [
(X 6= j, . . . , X
1 6= j, X = j)
n−1 n

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n≥1

∞
Nqp NGp N ∞
X X
1= P (X1 6= j, . . . , Xn−1 6= j, Xn = j| X0 = i) = fjj (n) = fjj
Ss 0Š785 O C;>AG=>.T4@)LMA45:@ 2405I4F4LaC‚ O 4; O 5:0 2G.i;>cHMLM=D2 O 5I$7P24 O ;>LM4.R0ŠXM.R4.1@)5IC@B; O .R0 =>LM00);DXM24;>.RcC.10]@).&„
n=1 n=1

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NG{ {
$3’”èšÿh’”åì›K딜ONhk!"#&%-^c`_ !"#6!&#&+>#&%Œ!&k6%'!?#&+ # ´*z>$#&+ P 6Py*kG# !"&m”!&k6%'!RQ
²?!&k6%'! µ mqk¦!"#&%-^c`_ j !"#%8)^:kG#&+l%'*j+-U#&+ Sµ * # ´*z>U#&+ µ Pµ* p (n)µ < ∞  p (n) = ∞
∞
n=1 jj
∞

T èšÿwèš ç ÿh•lè ›eí4Uœ u!)^:k i, j ∈ E  n=1 jj

›:V
f ”+ j !"#‰6!&#&+>#&%'!&k6%Œ! * f > 0 µ !&k6%'*k¸"!"# P p (n) = ∞ 
¾_V f ”+ j !"#3%8B^:kG#&+l%Œ*+- µ !&k6%'*k¸"!"# P p (n) < ∞ 
∞
ij n=0 ij
∞

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n=0 ij

N
T èšÿwèšçÿh•lè› ò6œ-PšmG^:z+1m_+-!&J)^c`_!&k^i`_!'}^:)c*¶i"*k$)^:k6%8+8`c^c`F,~k6+l%-^<`_!3!"#&%-^c`_ #S6 # !"!]^:z”²?!&k¸ #
m_k¦!"#&%b^c`_Š6!&#&+>#&%'!&k6%Œ!
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"U!&²? #&%8B^_&+-´*k6ftgq24TLM4Xc5I9rLM0 24.CL_F4LM0=>LM0o.10VC"5:FGLM0½FG.W=>5 O 5:F4.1450)L: C@)5:40);…CLM@B;>LM0RfvsScCLM O .10
P T65I@5/CL_F4LM0 { i, j ∈ E \ O LM@BLM=E5:@B;>Lj› íMd&\f EnLMG0);>FG.1@).R9rL:0 i ∈ E ZBL4f â O 24@B@);D@)E5 24. N
f~gq;>º.R9UA65:@BXML .R0BCL4LT424.RF4.0).R@<TG24.10 P .10‡24459rÐ 5IC)@);>È?.10BC)L O †:0BC){ ; O 5
∞
P ij p
P (n) < ∞
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n=0
∞
j∈E n=0 ij p (n) < ∞ n

pO L:[C)@5:FG; O1O ;>QMT4@BL Hq;D.14.3F4.30B24TwL:4.1@ 24.4L ¹ 5 .10VC"5:F4L:0ƒT.1@B0);>0VC.R[C).10Rf

∞
ij
∞
ij
∞
n ij
∞

{ p
j∈E n=0 n=0 j∈E n=0 j∈E n=0

E‰5:F45?.10VC"5:F4L?Tw.R@)0);D0BC).1cC.UFG.x2465 O 5:F4.R65 O 5:.x.Rj2465<F4.xF4L:0 O 5*C.1X:LM@)>5:0ƒFG.U5 O 24.1@BF4L/5:=˜C;D.19<TwL
T4@BLM9r.RF4;>L 24.3C"5I@)F65i=E5 O 5:F4.R65<.R½@B.1XM@B.10)5:@5‡.R0)..10VC"5:F4L 0)24TLM4;D.14F4L 24.3.19<Tw.RÈ1Q<.1o‚1=,f
{ N {
‘x’”“4•l–•l—˜•l™š– ›eö4œ‰ÉŠ5IF4L e ∈ E .1=~Âe¡P¢_¥¦žS £¢ ÇP¤ÍžŸ*¡8¥¦¢[Ÿ*¤ ¨h¡8ÄK¡PÂK¤¤ e F4.1GL:C"5:FGL T .R0x.1=
9<.14LM@SFG.=DLM0š.R[C).1@BLM0yTLM0B;DC;…HMLM0 n C5:N =>.R0 24. X = e O L:<=>5 O LMcH:.1 O ;>QMrF4. 2G. N T = ∞ 0);6GLN .|q;>0BC). e

C"5I= n f”sSo0)>9xAwLM=DLM0 n { N { e
N  0B;˜.&|q;>0VC. n C"5:= 2G. X = e
e T =
mı́n {n ≥ 1 : X = e} 0);˜GL
∞
n { n

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F4.3=E5 O 5:F4.R65 N \ =E5 O 5:F4.R6{ 5iTwL_F4@)>5ULi4L‡.19<Tw.RÈK5:@v.R edf6€L:@v0)24T42G.10BC)L T .10t2465UHI5:@);>5:A4=D.Š5:=D.K5IC)LM@);>5
e

TLM@~=>L 2G.]TLqF4.R9rL:0ÏTG@).1X:24cC"5:@B4LM0ÏTwLM@~0B2?HI5:=>LM@S9<.1FG;>L30);0)24TLM4.R9rL:N 0 24.=E5 O 5:FG.165.19<T4;>.RÈK53.1 e fN

e
{ {
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 P
N 0); .R0ƒT.1@B0);D0BN C.RcC. Ð
e
∞
ee nf (n) 0B; e .R0C)@5:G0);DC)LM@);DL
e R = E (T | X = e) =
e 0
n=0
∞ e
A40B‚1@BH:.10B. 24. 5IY4a0);D.14FGL T.1@)0B;>0VC.1cC). =>50B249r5x;> 4;DC5TLqFG@)E5JF4;…HM.R@)XM;D@n5;> G;DCLGf[€LM@y.10BC5
@5IÈ1QMâ  FG;>0BC);>4X:24{ ;>@B.19<N LM0nF4L:0 O =E5:0B.1e0tF4.3.10VC"5:FGLM0tN Tw.R@)0);D0BC).1cC.R01Ð f Ð
N
‘x’”“4•l–•l—˜•l™š– › %6œ~ƒ½.10VC"5:F4L?Tw.R@)0);D0BC).1cC. e 0).¯F4; O .¯ © 1ÇP }0); R = ∞ žS ÄK¡lÂe¡l¨  \ Lr© º © 1ÇP wd
0); R < ∞ f e N6p
±$†I0~5:F4.1=>5:cC. \ LMA40B.1@VH:5 O ;>Q:<¾MíMd.R[24 O ;>5:@).R9rL:0š24 O @B;DC).1@);DL]T65I@5]F4. O ;DF4;>@0);G2Gi.10BC5:F4L3T.1@)0B;>0VC.1cC).
e

.10tTLM0);…C;…HML‡L‡_2G=>L .RoC)‚1@B9r;D4LM0‰F4.=E5U9r5IC)@);>È P f
N
¯ ] ¥ 1©¡8«M¤6«c¡8Å© £¢$¢qÄ& ¤6£h wÄ
~.R@).19<LM0~5 LM@5J2465J;D9rTLM@BC5:cC.y@).1=>5 O ;DQMUF4.v. 24;DHI5:=D.1 O ;E5Š.1‡.R= O LM*ZB2G[C)L3F4.v.10VC"5:F4L:0ÏFG.v2465 O 5*„
F4.R65FG.±$5:@)°IL ¹ H .R<7P24 O ;>Q:<FG.v=E5:0ST4@BLMA65:AG;>=>;DF65:F4.R{ 0šF4.vT65I05:@~F4.v24<.10VC"5:FGLx5JL:C)@)L4f:€LM0VC.1@B;>LM@B9r.RcC.
F4.RF42 O ;D@).R9rLM0tT4@BLMN T4;D.1F65:FG.10v7P244F65I9r.R[C5:=>.R0vF4.3=E5:0v@B.10BTw. O C;…HI5:0 O =E5I0).10tF4.3. 2G;DHI5:=>.R O ;>5Gf N
{
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0);~.|G;D0BC). n ≥ 0 C5:= 24. p (n) > 0 .1N 0¯F4. O ;>@ 0);Ï{ =E5 O 5:FG.165Hq;D0);…C"5 j \ O L:¦T4@BLMA65:A4;D=>;DF65:F}TLM0);…C;DHI5cd
¹ 5:AG;>.1Gf F4Lƒ.R9rT.1È15:F4Lƒ{ .1 i f:g_; i → j p Nj → i N F4. O N ;D9rLM0 { 24. i Ä1¢U¡,©wÂK¢_Ÿ*«M ]¥ 1©¡8«M¤i«M © j N p .R0 O @B;>A4;D9rL:0
ij

i↔j
gq.C;D.14. 24. ↔ .10<2465@).R=E5 O ;>QMºF4.o. 24;…H:5I=>.1 O ;E5}.R E 24.RF65:4FGL O L:9r2L  -
O  ^ =>5
F4.R9rLM0VC@)5 O ;DQM{ F4.3.10BC). ¹ . O ¹ LGf { NÏ{
_‰ÿ¸èæè þ •l—˜•l™–¾q›[` œ ”+ i ↔ j µ !&k6%'*k¸"!"#Š# *k^:²<Ê& #J%,B^:kG#&+l%'*&+- #i<^:²<Ê& #‰6!&#&+>#&%Œ!&k6%'!"# 
"U!&²? #&%8B^_&+-´*k6fÏgq24TLM4Xc5:9<LM0 24. fyðLM9<.19<LM0 m n C"5I=>.10 24. p (m) > 0 p (n) >
f]É].10B;>XMG.19<LM0 α = p (m) p (n) > 0 fJgq.15 k O 265:= 2Gp ;>.1@$.1cC.R@)L{ 9?5 LM@jL;>XM245:= p 24. 0 fŠð.&„
{ i ↔ j ij ji
04.R9rLM0 24. ij ji { (k) \ LMAG0).1@VHI5 O ;DQMp ?› ñMd 0);>9<‚R{ C)@); O 5:9<.1cC.
ii { p (m + k + n) ≥ij fs~ O LM40B. O 24.1 O ;E5 =E5:00).R@);D.10 P p (k) P N pp (k) 0)L:®5:9UA65I0
p
jj (m) p
ji (k) p (n) =
jj αp
jj
O H:.1@BXM.1cC.R0 N L<AG;>.1o5:9xA65:0vF4;…HM.1@BXM.1cC).10 N”p .R=˜N @).10B24=DC5:F4L‡0).30B;>XM24.JFG.1=uC.Rp LM@).R9?5/›KëGf
pL:[(m + kii + n) ≥ αp (k) k≥0 ii k≥0 jj

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‘x’”“4•l–•l—˜•l™š–¼¾M¾GœsS=6žS¢_ŸcbP ˜£h /F4.t24?.R0BC"5IF4L e F4.R4L:C5:F4L d (e) .10Ï.1=”9r†*|q;>9<L O LM9xY4rFG;DH_;>0BLM@SF4.
CL_F4LM0S=DLM0S.1cC).1@)L:0yTLM0);…C;…HMLM0 n C5:=>.R0 2G..R=6@).&CLM@B4L3N F4. e 5 e .R n T45:N 0)LM0SC);>.1G.TG@)LMA65IA4;>=D;>F65:FxTwLM0B;DC);DHI5Gª
{
0\ B; ∀n ≥ 1, p (n) = 0 0).JFG. 4. d d(e)(e)==mcd &
d f6sS.1= O 5:0BLi.1 24. d (e) = 1 e 0B.JF4; O .Š¤4žS¢[Ÿ*¡8Åu£¡8«M hf
{n ≥ 1 : p (n) > 0}
ee

gq; e .10tTw.R@)0B;>0BC).1cC.TLM0);…C;DH:L 5:T.1@B;>Q_F4; O L 0B.¯FG; O . 24. e .10¢[Ÿ*{ À”Ř£¡8«M f N

ee N Ð ∞

É].½=E5}F4. 4; O ;>QM HM.19<LM0 p 24. p (n) N = 0 0); n{ GL¦.10<9UY4=…C;DT4=>L}F4. d (e) \ 5:2G 24.½TL_F4@)>50B.1@
5:ÐY40B;>.1GF4N L n 9UYG=D{ C;DT4=>L¯F4. d (e)df
ee {
_‰ÿ¸èæè þ •l—˜•l™–¾:é6` œ ”+ i ↔ j µ !&k6%'*k¸"!"# d (i) = d (j) 
p (n) = 0
ee

"U!&²? #&%8B^_&+-´*k6f¸g_.K5: C"5:=D.10 24. p (m) > 0 p (n) > 0 f¸É].10B;>XMG.19<LM0ŠTLM@ R (i) 5:= O LMeZB24q„
CL {k ∈ N : p (k) > 0} 0B;>9<;>=E{5I@)9<.1cC. R (j) =p {k ∈ N : p (k) > 0} 0);D.14FGL½.R[C)LM O .10 d (i) =
m, n
ij ji

mcd (R (i)) p d (j)

ii N˜p (R (j)) fŽƒL:C).19<LM0 24. p (m + n) ≥ p (n)N p (m) > 0 TwL:@¯=DL 24.
jj

m + n ∈ R (j) N
F4.xF4L:4F4. d (j) F4;…Hq;DF4.¯5 m + n{ fw»vFG.19r†:0 0).15 k ∈ R (i) O 265I= 24;>.R@5GfwgqN .3C;D.14. { 24.
= mcd jj ji ij

f˜·˜24.RXML m +N k + n ∈ R (j) .R{ [C)LM O .10 d (j) F4;DH_{ ;>FG.

pC"5I9U(m
jj A4;>‚Ra5 m + k + n fq€LM@‰=DL¯C5:cCL d (j) F4;…H_;>F4.ƒ5 k ef dy5 24. k 0B.Š.1=D;>XM;DQ5:N¸@)p A4;…C@)5:@);>5:9r.RcC.t.1 R (i)
ji + k + n)
ii ≥ p ij (n) p (k) p (m) > 0
HM.R9rL:0 24. d (j) .10F4;…Hq;D0)LM@ O LM9UYG½F4N .JC)LqF4L:0v=>LM0v.R=>.19<.1cC)LM{ 0tF4. R (i) TLM@v=DL‡C5:cCL d (j) ≤ d (i) fN
»]4†:=>LMXM{ 5:9r.RcC. d (i) ≤ d (j) .1 O LM40B. O 24.1 O ;E5 d (i) = d (j) f NGpMN N
a0)24A O L:*ZBN 24cCL C ⊂ E 0)p:.ƒN F4; O .Š¡PŸeŸ*¢_\£ 1«cg¡ fÇ8¢¯N 0);”CL_F4LM0Ï0)240‰.R0BC5:F4LM0y.10BC†:a;D[C).1@ O LM9U2G4; O 5:F4LM0RfGg_;
.R0J;>@)@B.1F42 O ;>AG=>. =E5 O 5:F4.R65a0).iFG; O .x;>@)@B.1F42 O ;>AG=>. 5a0B2 O LM@B@).R0)TLM4F4;D.1cC.i9r5IC@B;>ȯF4.xC@)5:40B; O ;DQMj0B.
E =>.=>=>5:9r5xC"5:9UAG;>‚1½N ;>@B@).1FG2 O ;DA4=>.Kd&f”€L:@ƒ[24.R0BC@BL/@).R0)24\=…pC"5:F4L?5:cC.R@);>L:@ .1½2465 O 5:F4.145?;>@B@).1FG2 O ;DA4=>.JCL_F4LM0
=>L:0.R0BC5:F4LM03C;D.14.R¦;>X:265:=šT.1@B>L_F4L4fhƒ45 O 5:F4.145$¤4žS¢[Ÿ*¡8Ř£¡8«M¤W.R0¯N 2445 24.‡C;>.R4.‡CL_F4LM030)240¯.10VC"5:F4L:0
5:T.1@B;>Q_F4; O LM01õ”.1}C5:= O 5:0)L F4. O ;>9<LM0ƒC5:9UA4;D‚1 24.i0B29?5IC)@);Dȯ.R035:Tw.R@);DQqF4{ ; O 5G=f EnLM9<La.R0JF4.U.10BTw.R@5:@B0).
2465 O 5:FG.165?;D@)@B.1F42 O ;>A4=D. N 2G.¯C;D.14.3CL_F4LM00)2G0]{ .10VC"5:FGLM0]T.1@B0);>0VC.R[C).10ŠTLM0B;DC;…HMLM0 5:T.1@B;>Q_F4; O LM0t0).xFG; O . N
¢[ŸeÀÅu£¡8«M¤uf { p
½0B24A O LM*ZB24cC)L C ⊂ E 0B.FG; O .«M¢[ŸeŸe¤6£ $0); p = 0 T65:@5UC)LqF4L:0 i ∈ C, j ∈/ C f
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ij

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1 2

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N E = T R N
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∪
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1 2

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1 = 2 C ∪ C ∪ · · · k

;>cC).1@ O LM9U24G; O 5IF4LMp 0"d 5:0B 2G.

k k ij { { p
N { ∞
X
P (X2 = i ∨ X3 = i ∨ . . . | X1 = j, X0 = i) ≤ P (Xn = i | X1 = j, X0 = i)
n=2
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= P (Xn = i | X1 = j)
n=2
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N P (X2 6= i, X3 6= i, . . . | X1 = j, X0 = i) = 1
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≤ 1 − P (X1 = j, X2 6= i, X3 6= i, . . . | X0 = i)

= 1 − P (X2 6= i, X3 6= i, . . . | X1 = j, X0 = i) P (X1 = j | X0 = i)

= 1 − pij < 1
O L:[C)@5:FG; O ;D.14FGL { 42 .3.R=˜.10BC5:F4L i .10tTw.R@)0B;>0BC).1cC.If 

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n→∞ ij j

CL_F4L i ∈ EN4pf N n→∞ p jj N6pMN N n→∞ ij

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i i
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i∈E

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à €L:@ 2G‚i0).iF4.R4LM9<;>65}!"#&%b^_&+-*k^:+-?5?C"5:=HM. O CL:@ 0B;.10 24.i.|q;>0BC). á €LM@ 2G.i0)24TLM4Xc5I9rLM0 2G.
f”{ sScCLM O .10 TwLM@v.R=˜=>.R9?5a›M› C.R4.19<LM0 24. N { { {
µ =v(0)
N N {
µ(1) = µ(0) P = vP = v
µ(2) = µ(0) P 2 = (vP ) P = vP = v
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pjMN ∈ E C.1G.19<N LMµ0 lı́m= v P (X = j) =N v f O
(n)
n→∞
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N { {
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n→∞ n j

ò \  -p
O  ^r{ dfwIƒ5 C5:9UA4;D‚1 O 5:F4.R65:0 2G.]TLM0).R.1?9r†:0ÏF4.24N 65Gõ[TLM@y.'ZB.19<T4=>L30B; E = {i, j} O LM
p = 0 O 265:= 24;D.1@tHM. { O CL:@ŠF4.xFG;>0BC)@);DA42 O ;DQM$.R0]2445?F4;>0VC@B;>A42 O ;>QMo.10VC"5 O ;>LM45:@);>5
pT65:@)=
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p = 1 p
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0);D.1Ð 9<T4@). O LMcHM.R@)XM{ .¯5<.R05‡F4;>0VC@B;>A42 O ;>QM \ ;>4FG.1T.14F4;D.1cC.R9r.RcC.3F4.3=E5UF4;D0BC)@);>AG2 NO ;DQM/;>4; O ;>5:=ldf { (n)

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n n∈N

v = 1/R µS*
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6 # !"!3z…^o)^c`_!&k^ =|ƒ`_!&²<(*# µ G^:B^?%'1`_ i, j ∈ E µ lı́m p (n) = v 
j j j j∈E

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n

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p i ∈ {1, . . . , N } ¹
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ii

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0i
N 
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