An application of renewal theorems to exponential moments of local times

DOI10.1214/ECP.V15-1558zbMath1226.60103arXiv1106.5692MaRDI QIDQ638199

Leif Döring, Mladen Svetoslavov Savov

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5692

zbMATH Keywords

local timesrenewal theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

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