The distribution function of the local density of states is computed exactly for the Wigner-Dyson ensemble of random Hamiltonians. In the absence of time-reversal symmetry, precise agreement is obtained with the supersymmetry theory by Efetov and Prigodin of the NMR line shape in disordered metal particles. Upon breaking time-reversal symmetry, the variance of the Knight shift in the smallest particles is reduced by a universal factor of 2/3.
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C. W. J. Beenakker (1994) studied this question.
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