Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries

Nicolas Chenavier and Ahmad Darwiche

Statistics & Probability Letters, 2025, vol. 220, issue C

Abstract: Let (Sn)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(Sn))n≥0 and demonstrate that it satisfies the D(un) condition.

Keywords: Extreme values; Random walks; Poisson approximation (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110364

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