Random matrix theory starts from the assumption that the large-scale behaviour of a complex system should be governed by its symmetries and the statistical properties of its parameters, and be relatively insensitive to the precise details of each interacting element.
The recent study of large data sets has revealed the key network structures behind many biological, social, and technological processes.
Since the pioneering work of Wigner in the 50’s, random matrix theory has been playing a crucial role in the understanding of several problems in physics, such as the statistics of nuclear energies, quantum chaos and disordered electronic systems.
London Mathematical Laboratory
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