Extremes for transient random walks in random sceneries under weak independence conditions

Nicolas Chenavier; Ahmad Darwiche

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arXiv · 1910.04651

Extremes for transient random walks in random sceneries under weak independence conditions

Nicolas Chenavier·Ahmad Darwiche

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Abstract

Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random variables with conditions of type $D(u_n)$ and $D'(u_n)$. Let $\{S_n, n \in \mathbb{N} \}$ be a transient random walk in the domain of attraction of a stable law. We provide a limit theorem for the maximum of the first $n$ terms of the sequence $\{\xi(S_n), n \in \mathbb{N} \}$ as $n$ goes to infinity. This paper extends a result due to Franke and Saigo who dealt with the case where the sequence $\{\xi(k), k \in \mathbb{Z} \}$ is i.i.d.

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Nicolas Chenavier, Ahmad Darwiche. 2019-10-10. Extremes for transient random walks in random sceneries under weak independence conditions. https://arxiv.org/abs/1910.04651

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