Universal Parametric Correlations of Eigenvalues of Random Matrix Ensemble

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.