IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v220y2025ics0167715225000100.html
   My bibliography  Save this article

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

Author

Listed:
  • Chenavier, Nicolas
  • Darwiche, Ahmad

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.

Suggested Citation

  • Chenavier, Nicolas & Darwiche, Ahmad, 2025. "Poisson approximation and D(un) condition for extremes of transient random walks in random sceneries," Statistics & Probability Letters, Elsevier, vol. 220(C).
    • Handle: RePEc:eee:stapro:v:220:y:2025:i:c:s0167715225000100
    DOI: 10.1016/j.spl.2025.110364
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167715225000100
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.spl.2025.110364?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Chenavier, Nicolas & Darwiche, Ahmad, 2020. "Extremes for transient random walks in random sceneries under weak independence conditions," Statistics & Probability Letters, Elsevier, vol. 158(C).
    2. Franke, Brice & Saigo, Tatsuhiko, 2009. "The extremes of a random scenery as seen by a random walk in a random environment," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1025-1030, April.
    3. Deuschel, Jean-Dominique & Fukushima, Ryoki, 2019. "Quenched tail estimate for the random walk in random scenery and in random layered conductance," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 102-128.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chenavier, Nicolas & Darwiche, Ahmad, 2020. "Extremes for transient random walks in random sceneries under weak independence conditions," Statistics & Probability Letters, Elsevier, vol. 158(C).
    2. Andres, Sebastian & Croydon, David A. & Kumagai, Takashi, 2024. "Heat kernel fluctuations and quantitative homogenization for the one-dimensional Bouchaud trap model," Stochastic Processes and their Applications, Elsevier, vol. 172(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:220:y:2025:i:c:s0167715225000100. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.