21 citations · 21 across the 5 of their papers we have counts for
9 papers
Maximum of the characteristic polynomial of random Jacobi matrices
Fanny Augeri, Ofer Zeitouni
We compute the second order asymptotics of the maximum of the absolute value of the log-characteristic polynomial of random Jacobi matrices whose coefficients satisfy some exponent…
Large deviations of the largest eigenvalue of supercritical sparse Wigner matrices
Fanny Augeri, Anirban Basak
Consider a random symmetric matrix with i.i.d.~entries on and above its diagonal that are products of Bernoulli random variables and random variables with sub-Gaussian tails. Such…
A CLT for the characteristic polynomial of random Jacobi matrices, and the GE
Fanny Augeri, Raphael Butez, Ofer Zeitouni
We prove a central limit theorem for the logarithm of the characteristic polynomial of random Jacobi matrices. Our results cover the GE models for .
Large deviations for the largest eigenvalue of sub-Gaussian matrices
Fanny Augeri, Alice Guionnet, Jonathan Husson
We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that the large deviation behav…
A transportation approach to the mean-field approximation
Fanny Augeri
We develop transportation-entropy inequalities which are saturated for measures such that their log-density with respect to the background measure is an affine function, in the set…
Nonlinear large deviation bounds with applications to traces of Wigner matrices and cycles counts in Erdös-Renyi graphs
Fanny Augeri
We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on…
On heavy-tail phenomena in some large deviations problems
Fanny Augeri
In this paper, we revisit the proof of the large deviations principle of Wiener chaoses partially given by Borel, and then by Ledoux in its full form. We show that some heavy-tail…
On the large deviations of traces of random matrices
Fanny Augeri
We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of -ensembles in three cases : the case of Wign…
Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
Fanny Augeri
We prove a large deviation principle for the largest eigenvalue of Wigner matrices without Gaussian tails, namely such that the distribution tails and $\…