An Application of Renewal Theorems to Exponential Moments of Local Times

Leif Döring; Mladen Savov

doi:10.1214/ECP.v15-1558

Translator Disclaimer

2010 An Application of Renewal Theorems to Exponential Moments of Local Times

Leif Döring, Mladen Savov

Author Affiliations +

Electron. Commun. Probab. 15: 263-269 (2010). DOI: 10.1214/ECP.v15-1558

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

Download 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