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 formula 
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