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 Electronic Communications in Probability > Vol. 15(2010) > Paper 24 open journal systems 


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


Full text: PDF

Pages: 263-269

Published on: July 1, 2010
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Electronic Communications in Probability. ISSN: 1083-589X