Poisson approximation and D(u n ) condition for extremes of transient random walks in random sceneries
Résumé
Let (S n ) n≥0 be a transient random walk in the domain of attraction of a stable law and let (ξ(s)) s∈Z be a sequence of random variables. Under suitable assumptions, we establish a Poisson approximation result for the point process of exceedances associated with (ξ(S n )) n≥0 and demonstrate that it satisfies the D(u n ) condition.
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