  Let $\{\xi(k), k \in \mathbb{Z} \}$ be a stationary sequence of random
variables with conditions of type $D(u_n)$ and $D'(u_n)$. Let $\{S_n, n \in
\mathbb{N} \}$ be a transient random walk in the domain of attraction of a
stable law. We provide a limit theorem for the maximum of the first $n$ terms
of the sequence $\{\xi(S_n), n \in \mathbb{N} \}$ as $n$ goes to infinity. This
paper extends a result due to Franke and Saigo who dealt with the case where
the sequence $\{\xi(k), k \in \mathbb{Z} \}$ is i.i.d.
