A generalization of a lemma of Kac (Q6110329)

Suppose \((\Omega,M,\mu)\) is a measure space such that \(\mu (\Omega) < \infty\), \(T : \Omega \to \Omega \) is a transformation preserving the measure \(\mu\), and \(\tau (k, .) : A \to \mathbb N\) the \(k\)-th return function for a set \(A\) with positive measure. Then for the set \(E^*\), which points never enter \(A\), the equality \[ \int_A {\tau (1, .)d\mu}=\mu(\Omega) - \mu(E^*) \] holds according to Kac's lemma. That is, ``the `average velocity' of the first return depends on the measure of \(A\) and the set of elements that never enter \(A\)''. This paper is devoted to the distribution of the rate of return for arbitrary \(k\), i.e., to a generalization of Kac's lemma of the form \[ \int_A {\tau (k, .) d\mu}=k(\mu(\Omega) - \mu(E^*)), \] as well as to proving that the distributions of \(\tau (1,.)\) and \(\tau(k,.)-\tau(k-1,.)\) are equal for arbitrary values \(k\). Techniques in proofs are explained and their novelty is described.