  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.
