Can I accomplish this in a single SQL statement?

    
SELECT id
    FROM my_table
    WHERE id IN (
     SELECT id
     FROM my_table
     WHERE criteria_a = 19
     ORDER BY create_when DESC
     LIMIT 1000
  );

  

This is the pattern I am looking for, but I need the criteria_a to be repeated for every value of criteria_a with the important focus being the LIMIT 1000 for any single value of criteria_a. There is no need to put a total LIMIT on the query, just to limit to the 1000 per criteria_a with the specific ORDER BY at that point. Put another way...

    
SELECT id
    FROM my_table
    WHERE id IN (
          SELECT id
         FROM my_table
         WHERE criteria_a = 19
         ORDER BY create_when DESC
         LIMIT 1000
    )
       OR id IN (
      SELECT id
         FROM my_table
         WHERE criteria_a = 20
         ORDER BY create_when DESC
         LIMIT 1000
     );


  

Where I desire 2000 total rows. I could turn this into programming code (even a PostgreSQL FUNCTION) that loops over every value of criteria_a and replaces 19 in the example.

I don't care of it is a JOIN or an IN, I'm more stuck on how to repeat the inner SELECT with the LIMIT 1000 based on sort and criteria_a. Can I do it without looping and/or UNION? Thank you.