  This paper is devoted to the analysis of the finite-dimensional distributions
and asymptotic behavior of extremal Markov processes connected to the Kendall
convolution. In particular, based on its stochastic representation, we provide
general formula for finite dimensional distributions of the random walk driven
by the Kendall convolution for a large class of step size distributions.
Moreover, we prove limit theorems for random walks and connected continuous
time stochastic process.
