The Oxford Handbook of Random Matrix Theory 2015
DOI: 10.1093/oxfordhb/9780198744191.013.1
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Introduction and guide to the handbook

Abstract: This article discusses random matrix theory (RMT) in a nutshell — what it is about, what its main features are, and why it is so successful in applications. It first considers the simplest and maybe most frequently used standard example, the Gaussian Unitary Ensemble (GUE) of random matrices, before looking at several types of applications of RMT, focusing on random operators, counting devices, and RMT without matrices. It then provides a guide to the handbook, explaining how the other forty-two articles on ma… Show more

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Cited by 67 publications
(130 citation statements)
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“…RMT has numerous applications in many different fields, from condensed matter physics to financial markets ( e.g ., [ 51 ]). In the case of complex networks, the use of RMT techniques might reveal universal properties.…”
Section: Spectral Analysismentioning
confidence: 99%
“…RMT has numerous applications in many different fields, from condensed matter physics to financial markets ( e.g ., [ 51 ]). In the case of complex networks, the use of RMT techniques might reveal universal properties.…”
Section: Spectral Analysismentioning
confidence: 99%
“…Random matrix theory (RMT) is an area of study in complex systems with a diverse range of applications [1][2][3]. This applicability largely owes to the generality of the question that RMT attempts to answer.…”
Section: Introductionmentioning
confidence: 99%
“…One attraction of the random matrix approach is the ability to forgo solving microscopic scattering problems, provided that the appropriate probability distribution is known. The earliest random matrix models for the scattering matrix, namely the circular ensembles, use a uniform distribution over the unitary group [43]. A more sophisticated random matrix model is captured in the DMPK equation, which describes the statistical evolution of the singular values of the transmission matrix [44,45].…”
Section: Introductionmentioning
confidence: 99%