An irreducible Markov chain is recurrent exactly when every nonnegative superharmonic function for a Markov chain is constant. In the recurrent case, absorb the chain at . The inequality and almost-sure hitting give ; exchange . In the transient case, the hitting probability of a state is one there and satisfies the superharmonic inequality, but its one-step average at is the strictly smaller return probability. It is a nonconstant example.
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