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Let (Xn)n≥0∼Markov(λ,P)(X_n)_{n\ge0}\sim Markov(\lambda,P)(Xn)n≥0∼Markov(λ,P). Then for each N≥1N\ge1N≥1 and j∈Sj\in Sj∈S, P(XN=j∣X0=i)=(PN)ijP(X_N=j|X_0=i)=(P^N)_{ij}P(XN=j∣X0=i)=(PN)ij Consequently, P(XN=j)=(λPN)jP(X_N=j)=(\lambda P^N)_jP(XN=j)=(λPN)j