Some limit theorems for cumulative processes with applications to sojourn times (Q1095508)

The author has shown that for a cumulative process \(\{\) W(t), \(t\geq 0\}\), E(W(t)) asymptotically tends to \(\alpha t+\beta +O(1)\). The constant \(\alpha\) is known in the literature [see \textit{W. L. Smith}, Proc. Roy. Soc. Lond., Ser. A 232, 6-31 (1955; Zbl 0067.363)] and an expression for the constant \(\beta\) is derived in this paper. This result is applied to study the limiting behaviour of the expected sojourn times in an alternating renewal process, and some known results regarding the expected total time spent in a given state in positive recurrent Markov and semi-Markov processes are derived as special cases.