There are two possibilities for this fault with Sony Projection tVs. The first is with the lamp itself. The second one is with the lamp ballast baord. Replace the lamp ballast board first. Because, it there is any internal winding short in the inverter transformar of the ballast board this type of fault can occur. you have to replace the ballast baord along with the new lamp anyway. Therefore, replace the ballast board first. If this help you, there is no need ot replace the lamp. Picture of the ballast included here for you to compare.
If replacing the ballast dis not help you, change the lamp too. OK.