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Let \\(X = (X_ {n},\\, n\\geq 0)\\) be a time-homogeneous Markov chain on a Polish space \\(S\\) with a transition kernel \\(P\\). Let \\(A\\subseteq S\\) be a Borel set, denote by \\(\\Gamma = \\inf \\{n\\geq 0;\\, X_ {n}\\in S \\setminus A\\}\\) the first exit time of \\(X\\) from \\(A\\). Let a sub-stochastic kernel \\(K\\) be obtained by restricting \\(P\\) to \\(A\\). Suppose that there exist a \\(\\lambda \\in \\left ]0,1\\right ]\\), a strictly positive function \\(h:A\\to \\left ]0,\\infty \\right [\\) and a probability measure \\(\\nu \\) on \\(A\\) such that \\(Kh= \\lambda h\\), \\(K^ *\\nu =\\lambda \\nu \\) on \\(A\\). Set \\(G(x,B) = (\\lambda h(x))^ {-1}\\int _ {B} h(y)K(x, dy)\\) for any \\(x\\in A\\), \\(B\\subseteq A\\) Borel. Then \\(G\\) is a stochastic kernel on \\(A\\) and \\(\\eta = h\\nu \\) is an invariant measure for \\(G\\). Assume moreover that \\(X\\) is an aperiodic positive recurrent Harris chain on \\(A\\) under \\(G\\), hence \\(\\eta \\) may be normalized so as \\(\\eta (A) = 1\\). Let \\(\\mathbf P_ {x}\\) be the probability on the path space of \\(X\\) under which \\(X\\) is a Markov chain with transition kernel \\(P\\) and with \\(\\mathbf P_ {x}\\{X_ 0 =x\\} = 1\\), \\(x\\in S\\). Assume that \\({\\widetilde{\\mathbf P}}\\) is the probability on the path space (of two-sided processes) under which  \\[ \\begin{multlined} {\\widetilde {\\mathbf P}}(X_ {-k}\\in dx_ {-k},\\dots ,X_ {k}\\in dx_ {k}) =\\\\ = \\eta (dx_ {-k})G(x_ {-k},dx_ {-k+1})\\cdots G(x_ {-1},dx_ 0)P(x_ 0,dx_ 1)\\cdots P(x_ {k-1},dx_ {k})\\end{multlined} \\]  for \\(x_ {-k},\\dots ,x_ 0 \\in A\\), \\(x_ 1,\\dots ,x_ {k}\\in S\\). Define  \\[  \\mathbf P^ * (X\\in \\cdot ) = \\left [\\int \\frac 1{h(X_ 0)}\\, d\\tilde \\mathbf P\\right ]^ {-1}\\int \\frac 1{h(X_ 0)}\\mathbf 1 _ {\\{X\\in \\cdot \\}} \\, d\\tilde \\mathbf P.  \\]  It is shown that \\(\\mathbf P_ {x}(( X_ {n-k},\\dots ,X_ {n+k})\\in \\cdot \\mid \\Gamma >n)\\) converges in the sense of total variation to \\(\\mathbf P^ * ((X_ {-k},\\dots ,X_ {k})\\in \\cdot )\\) as \\(n\\to \\infty \\) for each \\(k\\geq 0\\) fixed and for \\(\\nu\\)-almost every \\(x\\). Furthermore it is proven that \\(\\mathbf P^ *(X_ {k+1}\\in \\cdot \\mid X_ {j},\\,j\\leq k) = P(X_ {k},\\cdot )\\) almost surely, and many other related results are given. 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