An Application of Renewal Theorems to Exponential Moments of Local Times

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

2011-06-28

arxiv.org/abs/1106.5692v1

Mathematics

Probability

6 pages, appeared in Electronic Communications in Probability 2010

Scientific paper

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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