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

DOI10.1214/17-AOP1178zbMATH Open1429.60011arXiv1504.06455OpenAlexW1832006849WikidataQ129989306 ScholiaQ129989306MaRDI QIDQ1647729FDOQ1647729

Authors: Kurt Johansson, Gaultier Lambert 

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1504.06455

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zbMATH Keywords

central limit theoremdeterminantal point processesGaussian unitary ensembletransitioncumulant method

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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• Asymptotics of free fermions in a quadratic well at finite temperature and the Moshe-Neuberger-Shapiro random matrix model
• On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
• Incomplete determinantal processes: from random matrix to Poisson statistics

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