Normality of smooth statistics for planar determinantal point processes

DOI10.3150/23-BEJ1612arXiv2210.10588OpenAlexW4388513511MaRDI QIDQ6178580FDOQ6178580

Authors: Antti Haimi, José Luis Romero 

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We consider smooth linear statistics of determinantal point processes on the complex plane, and their large scale asymptotics. We prove asymptotic normality in the finite variance case, where Soshnikov's theorem is not applicable. The setting is similar to that of Rider and Vir'ag [Electron. J. Probab., 12, no. 45, 1238--1257, (2007)] for the complex plane, but replaces analyticity conditions by the assumption that the correlation kernel is reproducing. Our proof is a streamlined version of that of Ameur, Hedenmalm and Makarov [Duke Math J., 159, 31--81, (2011)] for eigenvalues of normal random matrices. In our case, the reproducing property is brought to bear to compensate for the lack of analyticity and radial symmetries.

Full work available at URL: https://arxiv.org/abs/2210.10588

zbMATH Keywords

asymptotic normalitydeterminantal point processlinear statisticsWeyl-Heisenberg DPP

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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