English

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

Probability 2019-10-11 v1

Abstract

Let {ξ(k),kZ}\{\xi(k), k \in \mathbb{Z} \} be a stationary sequence of random variables with conditions of type D(un)D(u_n) and D(un)D'(u_n). Let {Sn,nN}\{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 nn terms of the sequence {ξ(Sn),nN}\{\xi(S_n), n \in \mathbb{N} \} as nn goes to infinity. This paper extends a result due to Franke and Saigo who dealt with the case where the sequence {ξ(k),kZ}\{\xi(k), k \in \mathbb{Z} \} 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}
}