Hui Xiao

activity

20192022

most citedLarge deviation expansions for the coefficients of random walks on the general linear group

7 citations · 22 across the 5 of their papers we have counts for

collaborators

6 papers

math.PR2022★ 1 cited

Moderate deviations and local limit theorems for the coefficients of random walks on the general linear group

Hui Xiao, Ion Grama, Quansheng Liu

Consider the random walk $G_{n} := g_{n} \dots g_{1}$ , $n \geq 1$ , where $(g_{n})_{n \geq 1}$ is a sequence of independent and identically distributed random elements with law $μ$ on the…

math.PR2022★ 2 cited

Edgeworth expansion for the coefficients of random walks on the general linear group

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed random elements with law $μ$ on the general linear group $GL (V)$ , where $V = R^{d}$ . Con…

math.PR2021★ 6 cited

Conditioned local limit theorems for random walks on the real line

Ion Grama, Hui Xiao

Consider a random walk $S_{n} = \sum_{i = 1}^{n} X_{i}$ with independent and identically distributed real-valued increments $X_{i}$ of zero mean and finite variance. Assume that $X_{i}$ is non-l…

math.PR2020★ 6 cited

Berry-Esseen bounds and moderate deviations for the norm, entries and spectral radius of products of positive random matrices

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed positive random $d \times d$ matrices and consider the matrix product $G_{n} := g_{n} \dots g_{1}$ . Under…

math.PR2020★ 7 cited

Large deviation expansions for the coefficients of random walks on the general linear group

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed elements of the general linear group $G L (d, R)$ . Consider the random walk $G_n: = g_n \ldots…

math.PR2019

Precise large deviation asymptotics for products of random matrices

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_{n})_{n \geq 1}$ be a sequence of independent identically distributed $d \times d$ real random matrices with Lyapunov exponent $γ$ . For any starting point $x$ on the unit sph…