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
Citation
Leif Döring. Mladen Savov. "An Application of Renewal Theorems to Exponential Moments of Local Times." Electron. Commun. Probab. 15 263 - 269, 2010. https://doi.org/10.1214/ECP.v15-1558
Information
