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Finally, write \\((\\omega_j^k)_{j,k\\in\\mathbb N}\\) for an array of independent copies of the \\(\\omega_j\\)'s. Define a process \\(X=\\{X_j(t), t\\geq 0\\}_{j\\in\\mathbb N}\\) by  \\[  X_j(0) := \\omega_j, \\qquad X_j(t) := \\omega_j^k\\quad\\forall\\,t\\in [\\tau_j(k),\\tau_j(k+1)).  \\]  A dynamical random walk is then given as the partial sum \\(S_n(t) := X_1(t)+\\cdots+X_n(t)\\). Throughout this paper it is assumed that the distribution of \\(\\omega_1\\) is standard normal. Denote by \\(U_t^n(s) := S_{[ns]}(t) / \\sqrt n\\) the rescaled dynamical walk. The main theorems of this paper concern results on the convergence behaviour of the two-parameter field \\(U_t^n(s)\\) as \\(n\\to\\infty\\).  Firstly, as \\(n\\to\\infty\\) the random fields \\(U^n_t(s)\\) converge weakly in \\(D([0,1]^2)\\) to the continuous centered Gaussian random field \\(U_t(s)\\) with covariance function  \\[  \\mathbb E(U_t(s)U_{t'}(s')) = \\exp(-|t-t'|)\\min(s,s'),\\quad s,t,s',t'\\in [0,1].  \\]  Here \\(D([0,1]^2)\\) is the two-parameter Skorokhod-type space consisting of all c\u00e0dl\u00e0g-functions on \\([0,1]^2\\) where we have a partial ordering on \\([0,1]^2\\) induced by \\((s,t)\\prec (s',t')\\) if \\(s\\leq s'\\) and \\(t\\leq t'\\); this construction is due to \\textit{G. Neuhaus} [Ann. Math. Stat. 42, 1285--1295 (1971; Zbl 0222.60013)]. The limiting random field can be interpreted as \\(U_t(s) = e^{-t} B(s,e^{2t})\\) where \\(B\\) is a standard Brownian sheet. Another way to see \\(\\{U_t(\\cdot)\\}_{t}\\) is to interpret it as Ornstein-Uhlenbeck process in classical Wiener space. The above theorem, therefore, gives a construction of this process.  The authors prove then a two-sided maximal inequality (large-deviation-type result) estimating \\(\\mathbb P(\\sup_t S_n(t) \\geq z_n\\sqrt n)\\) below and above by (a constant times) \\(z_n^2\\bar\\Phi(z_n)\\) where \\(z_n\\) is a fixed sequence converging to infinity and satisfying \\(z_n = o(\\sqrt{n/\\log n})\\) and \\(\\bar\\Phi = 1-\\Phi\\), \\(\\Phi\\) being the standard normal cdf. This result has a path-by-path consequence which furnishes an analogue of Erd\u0151s' integral test. Set for any positive measurable function \\(H\\)  \\[  J(H) = \\int_1^\\infty H^4(t)\\,\\bar\\Phi(H(t))\\frac{dt}{t}.  \\]  Then, with probability one, \\(J(H)<\\infty\\) implies that \\( \\sup_t S_n(t)< H(n)\\sqrt n\\) for finally all \\(n\\), while \\(J(H)=\\infty\\) entails that there is some \\(t_0\\) such that \\(S_n(t_0) \\geq H(n)\\sqrt n\\) for infinitely many \\(n\\). 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