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When the Persion meets Erik on the underground lake, and confronts him about the chandelier, Erik denies any involvement:

"Well, the chandelier... the chandelier, Erik?..."
"What about the chandelier?"
"You know what I mean."
"Oh," he sniggered, "I don't mind telling you about the chandelier!... It wasn't I!... The chandelier was very old and worn."
When Erik laughed, he was more terrible than ever. He jumped into the boat, chuckling so horribly that I could not help trembling.
"Very old and worn, my dear daroga! Very old and worn, the chandelier!... It fell of itself!... It came down with a smash!... And now, daroga, take my advice and go and dry yourself, or you'll catch a cold in the head!... And never get in my boat again.... And, whatever you do, don't try to enter my house: I'm not always there.... daroga! And I should be sorry to have to dedicate my Requiem Mass to you!"
The Phantom of the Opera, chapter XXI: "Interesting and Instructive Vicissitudes of a Persian in the Cellers of the Opera" (translation by Alexander Teixeira de Mattos, 1911)

However, later on, when Raoul and the Persian are trapped in the torture chamber, and Christine is with Erik, Erik admits to being involved pretty heavily:

Meantime, the other had already begun to play the ventriloquist. He said:
"Here, I raise my mask a little... Oh, only a little!... You see my lips, such lips as I have? They're not moving! [...] What does it say? 'I am the little bag of life and death!'... And now, crack! It is in Carlotta's throat, in Carlotta's golden throat, in Carlotta's crystal throat, as I live! What does it say? It says, 'It's I, Mr. Toad, it's I singing! *I feel without alarm—co-ack—with its melody enwind me—co-ack!'... And now, crack! It is on a chair in the ghost's box and it says, 'Madame Carlotta is singing to-night to bring the chandelier down!'... And now, crack! Aha! Where is Erik's voice now? Listen, Christine, darling! Listen!["]
The Phantom of the Opera, chapter XXIII: "The Tortures Begin"

The Persian is well aware of Erik's past history - indeed, being pretty much the only person to know Erik's history - and is aware that he's killed in the past and is capable of killing in the present. Why, then, would Erik lie to the daroga? The Persian isn't stupid; what does Erik stand to gain by lying to the Persian after almost killing him?

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