Is there a discrete time-homogeneous Markov chain $(X_n)_{n \geq 0}$ in which one transient state $i$ satisfies $\sum_{n=1}^{\infty}nf^{(n)}_{ii}=\infty ?$
where $$f_{ii}^{(n)}:=\Pr(X_n=i,X_v\ne i,1\le v\le n-1\mid X_0=i),n\in \mathbb Z^+\quad .$$
Is there a discrete time-homogeneous Markov chain $(X_n)_{n \geq 0}$ in which one transient state $i$ satisfies $\sum_{n=1}^{\infty}nf^{(n)}_{ii}=\infty ?$
where $$f_{ii}^{(n)}:=\Pr(X_n=i,X_v\ne i,1\le v\le n-1\mid X_0=i),n\in \mathbb Z^+\quad .$$
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