Some properties on extremes for transient random walks in random sceneries

Authors Nicolas Chenavier, Ahmad Darwiche

Publication date 10 October 2022

Abstract: Let

(S_{n})_{n g e q 0}

be a transient random walk in the domain of attraction of a stable law and let

(x i (s))_{s i n m a t h b b Z}

be a stationary sequence of random variables. In a previous work, under conditions of type

D (u_{n})

and

D^{'} (u_{n})

, we established a limit theorem for the maximum of the first

n

terms of the sequence

(x i (S_{n}))_{n g e q 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

(x i (S_{n}))_{n g e q 0}

.

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