Random Matrix Theory Applications

Random Matrix Theory (RMT) analyzes large matrices with randomly distributed entries to understand complex systems. It is used in fields like physics, finance, and telecommunications to model phenomena such as energy levels in atoms, stock market fluctuations, and signal processing. RMT helps identify patterns, correlations, and stability in noisy data by examining the statistical properties of these matrices. This approach enables researchers to make sense of intricate, high-dimensional data where traditional methods struggle, providing insights into the underlying structure of complex systems across various scientific and engineering disciplines.