Hui Xiao

activity

20172026

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

7 citations · 23 across the 15 of their papers we have counts for

collaborators

Showing 2022 · math.PRShow all

4 papers · 2 filters

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.PR2022

Edgeworth expansion and large deviations for the coefficients of products of positive random matrices

Hui Xiao, Ion Grama, Quansheng Liu

Consider the matrix products $G_{n} := g_{n} \dots g_{1}$ , where $(g_{n})_{n \geq 1}$ is a sequence of independent and identically distributed positive random $d \times d$ matrices. Under…

math.PR2022★ 1 cited

The extremal position of a branching random walk on the general linear group

Ion Grama, Sebastian Mentemeier, Hui Xiao

Consider a branching random walk $(G_{u})_{u \in T}$ on the general linear group $GL (V)$ of a finite dimensional space $V$ , where $T$ is the associated geneal…