Consider a semi-Markov process X(t) defined on a subset of the non-negative integers with zero as an absorbing state and the non-zero states forming an irreducible class with exit to zero being possible. Conditions are given for the existence of the limits:
where Xj(t) is the amount of time prior to time t spent in state j.
The limits (which are independent of the initial state) are evaluated when the sufficient conditions are satisfied.