On a sojourn time problem in the theory of stochastic processes
Lea Takács · Transactions of the American Mathematical Society · 1959
TAKACS 1. Introduction.Let us consider a stochastic process {£(/•), 0 St < oo } with values in an abstract space X.Let X = A+B where A and B are fixed disjoint sets.Suppose that £(0)G-4.Then the process {£(0} assumes the states A and B alternately.Denote by £1, 171, £2, rji, ■ ■ ■ the successive sojourn times spent in states A and B respectively.We suppose that {£"} and {n"} are independent sequences of positive random