one more question,

I am rereading a lecture and i come across the following:

define escape time as $\displaystyle \xi_r=inf[t>0 | (||X_t-X_0||>r)]$

now my notes say that is easy to show by using markov property that $\displaystyle P[\xi_r \geq nt]\leq p^n$ for n=0,1,..

By the time i must have thought it was easy, now i cant remember how to do it anymore