Large random matrices

Large random matrices are massive arrays of numbers arranged in rows and columns, where each entry is generated randomly within certain rules. They are used in fields like physics, data science, and engineering to model complex systems with many interconnected parts, such as quantum states, neural networks, or financial markets. Analyzing their patterns helps us understand the collective behavior of large systems, identify hidden structures, and make predictions. Despite their randomness, these matrices often exhibit surprising regularities that researchers study to gain insights into phenomena that involve huge amounts of data or variables.