Some properties on extremes for transient random walks in random sceneries

Abstract

Let $(S_n{)}_{n\ge 0}$ be a transient random walk in the domain of attraction of a stable law and let $(\xi (s){)}_{s\in \mathbb{Z}}$ be a stationary sequence of random variables. In a previous work, under conditions of type $D(u_n)$ and $D^{\prime }(u_n)$, we established a limit theorem for the maximum of the first $n$ terms of the sequence $(\xi (S_n){)}_{n\ge 0}$ as $n$ goes to infinity. In this paper we show that, under the same conditions and under a suitable scaling, the point process of exceedances converges to a Poisson point process. We also give some properties of $(\xi (S_n){)}_{n\ge 0}$.

arXiv admin note: text overlap with arXiv:2201.05687

References in corpus (1)

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