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An application of renewal theorems to exponential moments of local times. (English) Zbl 1226.60103

Summary: 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.

MSC:

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