A. Khorunzhy et al., ON THE 1 N CORRECTIONS TO THE GREEN-FUNCTIONS OF RANDOM MATRICES WITHINDEPENDENT ENTRIES/, Journal of physics. A, mathematical and general, 28(1), 1995, pp. 31-35
We propose a general approach to the construction of 1/N corrections t
o the Green function G(N)(z) Of the ensembles of random real-symmetric
and Hermitian N x N matrices with independent entries H-k,H-l. By thi
s approach we study the correlation function C-N(z(1),z(2)) of the nor
malized trace N(-1)Tr G(N) assuming that the average of \H-k,H-l\(5) i
s bounded. We found that to the leading order C-N(z(1),z(2)) = N-2F(z(
1),z(2)) where F(z(1),z(2)) only depends on the second and the fourth
moments of H-k,H-l. For the correlation function of the density of ene
rgy levels we obtain an expression which, in the scaling limit only de
pends on the second moment of H-k,H-l. This can be viewed as supportin
g the universality conjecture of random matrix theory.