On the asymptotic duality of spectral variances in random matrix theory and the "1/6" formula

A “mysterious” relation between the number variance and the variance of the $L$-th ordered eigenvalue, first suggested by French et al. [Ann. Phys. 113, 277 (1978)], is revisited and proven to be asymptotically exact for the $\beta =2$ Dyson symmetry class. Central to the proof is a previously unknown sum rule for the level spacing auto-covariances. Its derivation hinges on our previous work on the power spectrum description of eigenvalue fluctuations in random matrix theory. Analytical results for $\beta =2$ are complemented by conjectural extensions to the $\beta =1$ and $\beta =4$ symmetry classes. Our findings are corroborated by a comprehensive numerical analysis.