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math.PR2011
An Application of Renewal Theorems to Exponential Moments of Local Times
Leif Doering, Mladen Savov
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 argume…
math.PR2011
(Non)Differentiability and Asymptotics for Potential Densities of Subordinators
Leif Doering, Mladen Savov
For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation…
math.PR2010★ 16 cited
On the moments and the interface of the symbiotic branching model
Jochen Blath, Leif Doering, Alison Etheridge
In this paper we introduce a critical curve separating the asymptotic behavior of the moments of the symbiotic branching model, introduced by Etheridge and Fleischmann [Stochastic…