Correlation Functions , Cluster Functions and Spacing Distributions for Random Matrices

@inproceedings{Tracy1998CorrelationF,
title={Correlation Functions , Cluster Functions and Spacing Distributions for Random Matrices},
author={Craig A. Tracy},
year={1998}
}

In the most common models of random matrices the eigenvalue distribution is given by a probability density PN(X1, . . . , XN). If F is a symmetric function of N variables and the eigenvalues are A1,..., XN then the expected value of F(A1, . . . , AN) is given by the formulaÂ