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 2026 · math.PRShow all

2 papers · 2 filters

math.PR2026

On the tails of the invariant measure for multidimensional affine stochastic recursions in the critical case

Ion Grama, Sebastian Mentemeier, Hui Xiao

We study the behavior at infinity of the invariant Radon measure for the multidimensional affine stochastic recursion $V_{n} = A_{n} V_{n - 1} + B_{n},$ where $(A_{n})_{n \geq 1}$ are positi…

math.PR2026

Local limit theorem for the operator norm of products of random matrices

Ion Grama, Jean-François Quint, Hui Xiao

We prove a local limit theorem for the quantity $∥ g_{n} \dots g_{1} ∥$ , where $g_{1}, g_{2}, \dots$ is a sequence of independent and identically distributed random invertible square m…