Extremes for transient random walks in random sceneries under weak independence conditions
Résumé
Let {ξ(k), k ∈ Z} be a stationary sequence of random variables with conditions of
type D(un) and D′(un). Let {Sn, n ∈ 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 {ξ(Sn), n ∈ N} as n goes to infinity. This paper extends a result
due to Franke and Saigo who dealt with the case where the sequence {ξ(k), k ∈ Z} is i.i.d.
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
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