We study the correlations of time delays in a model of chaotic resonance scattering based on the random matrix approach. Analytical formulae which are valid for arbitrary number of open channels and arbitrary coupling strength between resonances and channels are obtained by the supersymmetry method. We demonstrate that the time delay correlation function, though being not a Lorentzian, is characterized, similar to that of the scattering matrix, by the gap between the cloud of complex poles of the S-matrix and the real energy axis.
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