Incomplete determinantal processes: from random matrix to Poisson statistics

Gaultier Lambert

Published 2016-12-02Version 1

We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the particle configuration of a Coulomb gas with logarithmic interaction confined in a general potential. We show that, depending on the expected number of deleted particles, there is a universal transition for mesoscopic statistics. Namely, at small scales, the point process still behaves like a Coulomb gas, while, at large scales, it needs to be renormalized because the variance of any linear statistic diverges. The crossover is explicitly characterized as the superposition of a H^{1/2}- or H^1- correlated Gaussian noise and an independent Poisson process. The proof consists in computing the limits of the cumulants of linear statistics using the asymptotics of the correlation kernel of the process.