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arXiv:1106.5692 [math.PR]AbstractReferencesReviewsResources

An Application of Renewal Theorems to Exponential Moments of Local Times

Leif Doering, Mladen Savov

Published 2011-06-28Version 1

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.

Comments: 6 pages, appeared in Electronic Communications in Probability 2010
Categories: math.PR
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