Tail asymptotics for the maximum of perturbed random walk

Victor F. Araman, Peter W. Glynn

Consider a random walk $S=(S_n:n\ge 0)$ that is ``perturbed'' by a stationary sequence $({\xi }_n:n\ge 0)$ to produce the process $(S_n+{\xi }_n:n\ge 0)$. This paper is concerned with comp…