An Application of Renewal Theorems to Exponential Moments of Local Times

Leif Döring (University of Oxford)
Mladen Savov (University of Oxford)

Abstract


In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic behavior in the literature

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Pages: 263-269

Publication Date: June 7, 2010

DOI: 10.1214/ECP.v15-1558

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