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

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.

63 pages, version published and available in G.L. PhD thesis

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Cited by in corpus (9)

• Noninteracting fermions in a trap and random matrix theory
• Systematic time expansion for the Kardar-Parisi-Zhang equation, linear statistics of the GUE at the edge and trapped fermions
• Counting statistics for non-interacting fermions in a $d$-dimensional potential
• Full counting statistics for interacting trapped fermions
• Simple derivation of the $(-\lambda H{)}^{5/2}$ tail for the 1D KPZ equation
• CLT for biorthogonal ensembles and related combinatorial identities
• From Painlevé to Zakharov-Shabat and beyond: Fredholm determinants and integro-differential hierarchies
• Non-interacting fermions in hard-edge potentials
• Spatio-temporal fluctuations in the passive and active Riesz gas on the circle