Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes

TL;DR

This paper investigates mesoscopic linear statistics in determinantal point processes that interpolate between Poisson and GUE statistics, revealing Gaussian, Poisson, or non-Gaussian limits depending on the spectral modification scale.

Contribution

It introduces a class of determinantal processes with spectral modifications and characterizes their mesoscopic fluctuations, including non-Gaussian limits at critical scales.

Findings

Gaussian limit in the critical regime with explicit cumulant formulas

Poisson and GUE limits depending on the scale of spectral modification

Extension of results to determinantal processes on the circle

Abstract

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel of the GUE eigenvalue process. An example of such a system comes from considering the distribution of non-colliding Brownian motions in a cylindrical geometry, or a grand canonical ensemble of free fermions in a quadratic well at positive temperature. When the scale of the modification of the spectrum of the GUE kernel, related to the size of the cylinder or the temperature, is different from the scale in the mesoscopic linear statistic, we get a central limit theorem of either Poisson or GUE type. On the other hand, in the critical regime where the scales are the same, we get a non-Gaussian process in the limit. Its distribution is characterized by explicit but complicated formulae for the cumulants of smooth linear statistics. These results rely on an asymptotic sine-kernel approximation of the GUE kernel which is valid at all mesoscopic scales, and a generalization of cumulant computations of Soshnikov for the sine process. Analogous determinantal processes on the circle are also considered with similar results.