next up previous
Next: Covariances Up: Corollaries of Kac's Moment Previous: Positive Continuous Additive Functionals

Signed Additive Functionals

  For tex2html_wrap_inline2808 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 tex2html_wrap_inline3336 , tex2html_wrap_inline3338 , the integral is absolutely convergent for each tex2html_wrap_inline2896 , as is the final integration with respect to tex2html_wrap_inline2820 . Such formulae are used, for example, in [58, 42, 44] to study the asymptotics of differences tex2html_wrap_inline3344 of local times, as tex2html_wrap_inline3346 .



Patrick Fitzsimmons
Wed May 17 08:50:36 PDT 2000