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We present an analytical calculation of the local density of states correlation function in the Lévy-Rosenzweig-Porter random matrix ensemble at energy scales larger than the level spacing but smaller than the bandwidth. The only relevant energy scale in this limit is the typical level width . We show that (here is width of the band) whereas where is an index characterising the distribution of the matrix elements. We also provide an expression for the average return probability at long times: . Numerical results based on the pool method and exact diagonalization are also provided and are in agreement with the analytical theory.

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