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For derived from a function v that takes
both positive and negative values, or, more generally, for a CAF A=B-C
that is the
difference of PCAFs, it is easily seen that Kac's moment formula
remains valid
provided
at each of the n successive integrations involved
in computing , ,
the integral is absolutely convergent for each ,
as is the final integration with respect to . Such formulae are
used, for example, in [58, 42, 44] to study the asymptotics
of differences of local times, as .
Patrick Fitzsimmons
Wed May 17 08:50:36 PDT 2000