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2010 An Application of Renewal Theorems to Exponential Moments of Local Times
Leif Döring, Mladen Savov
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Electron. Commun. Probab. 15(none): 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

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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

Accepted: 7 June 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1226.60103
MathSciNet: MR2658973
Digital Object Identifier: 10.1214/ECP.v15-1558

Subjects:
Primary: 60J27

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