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On a three-state sojourn time problem
Published online by Cambridge University Press: 14 July 2016
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Consider the real-valued stochastic process {S(t), 0 ≦ t < ∞} which assumes values in an arbitrary space X. For a given subset T ⊂ X we define
which represents the length in time of a visit to state T. We shall restrict ourselves to processes such that τT is a random variable having a differentiable distribution function which is independent of the time t0 at which the visit to state T begins.
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