http://minerva.union.edu/diiorios/physics123/hawkingradiation.html The diagram on the left is useful. Sure they appear in normal space, but they annihilate again. However if they appear near to the event horizon one of three things happens, they annihilate as they do in normal space, they both get pulled within the event horizon, or one gets pulled in and one escapes. Only in the last case does the black hole lose energy/mass. Although they are created just outside the event horizon, the energy comes from the gravitational energy of the black hole.
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