Brihadaranyaka Upanishad 4.3.9

4.3.9

tasya vā etasya puruṣasya dve eva sthāne bhavata idaṃ ca paralokasthānaṃ ca sandhyaṃ tṛtīyam̐ svapnasthānaṃ tasminsandhye sthāne tiṣṭhannete ubhe sthāne paśyatīdaṃ ca paralokasthānaṃ ca | atha yathākramo'yaṃ paralokasthāne bhavati tamākramamākramyobhayānpāpmana ānandām̐śca paśyati sa yatra prasvapityasya lokasya sarvāvato mātrāmapādāya svayaṃ vihatya svayaṃ nirmāya svena bhāsā svena jyotiṣā prasvapityatrāyaṃ puruṣaḥ svayaṃ jyotirbhavati

'And there are two states for that person, the one here in this world, the other in the other world, and as a third an intermediate state, the state of sleep. When in that intermediate state, he sees both those states together, the one here in this world, and the other in the other world. Now whatever his admission to the other world may be, having gained that admission, he sees both the evils and the blessings.
'And when he falls asleep, then after having taken away with him the material from the whole world, destroying and building it up again, he sleeps (dreams) by his own light. In that state the person is self-illuminated.