Fidelity susceptibility in Gaussian Random Ensembles

The fidelity susceptibility measures sensitivity of eigenstates to a change of an external parameter. It has been fruitfully used to pin down quantum phase transitions when applied to ground states (with extensions to thermal states). Here we propose to use the fidelity susceptibility as a useful dimensionless measure for complex quantum systems. We find analytically the fidelity susceptibility distributions for Gaussian orthogonal and unitary universality classes for arbitrary system size. The results are verified by a comparison with numerical data.