Maximum and records of random walks with stochastic resetting

Abstract We revisit the statistics of extremes and records symmetric random walks with stochastic resetting, extending earlier studies in several directions. put forward a diffusive scaling regime (symmetric step length distribution finite variance, weak resetting probability) where maximum walk number its up to discrete time n become asymptotically proportional each other for single typical trajectories. Their distributions obey laws ruled by common two-parameter function, interpolating between half-Gaussian Gumbel law. The exact solution problem exponential simple Polya lattice walk, as well heuristic analysis distributions, allow quantitative study facets beyond regime.