An Application of Renewal Theorems to Exponential Moments of Local Times
classification
🧮 math.PR
keywords
renewallocaltimesapplicationargumentsasymptoticbehaviorequation
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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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