To illustrate, in the discrete time version of (22) (see Kemeny-Snell [35] page 212) there is another term which must be subtracted due to double counting on the diagonal in (17): For T a Markov killing time of the discrete time Markov chain, ,
where is the discrete time potential kernel for as in (2). Because of diagonal terms like above, the discrete time moment formulae do not iterate neatly except when v is the indicator of some subset B of E. In this case (say) is the number of hits on B before time T, and there is the following analog of Kac's formula for the rising factorial moments of [50, 51]:
where is the operator of multiplication by the indicator of B. See [50, 51] and Section 3.2 of [29] for further moment formulae in discrete time.