Extremes for transient random walks in random sceneries under weak independence conditions
Probability
2019-10-11 v1
Abstract
Let be a stationary sequence of random variables with conditions of type and . Let 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 terms of the sequence as goes to infinity. This paper extends a result due to Franke and Saigo who dealt with the case where the sequence is i.i.d.
Keywords
Cite
@article{arxiv.1910.04651,
title = {Extremes for transient random walks in random sceneries under weak independence conditions},
author = {Nicolas Chenavier and Ahmad Darwiche},
journal= {arXiv preprint arXiv:1910.04651},
year = {2019}
}