Universal Parametric Correlations of Eigenvalues of Random Matrix Ensemble
arXiv:cond-mat/9410050 · doi:10.1088/0305-4470/28/6/017
Abstract
Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized hydrodynamical equation, a universal dependence of the density-density correlator on the external field is found. As an application we obtain a formula for the variance of linear statistics with the parametric dependence exhibited as a Laplace transform.
23 pages, latex