Hui Xiao

activity

20172026

most citedA zero-one law for invariant measures and a local limit theorem for coefficients of random walks on the general linear group

13 citations · 53 across the 20 of their papers we have counts for

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Showing 2023 · math.PRShow all

2 papers · 2 filters

math.PR2023

Conditioned local limit theorems for products of positive random matrices

Ion Grama, Hui Xiao

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed positive random $d \times d$ matrices, where $d \geq 2$ is an integer. For any starting point $x \in…

math.PR2023

Limit theorems for first passage times of multivariate perpetuity sequences

Sebastian Mentemeier, Hui Xiao

We study the first passage time $τ_{u} = in f {n \geq 1 : ∣ V_{n} ∣ > u}$ for the multivariate perpetuity sequence $V_{n} = Q_{1} + M_{1} Q_{2} + \dots + (M_{1} \dots M_{n - 1}) Q_{n}$ , where $(M…