RMT (Random Matrix Theory)

Random Matrix Theory (RMT) is a branch of mathematics that studies the properties of large matrices filled with random numbers. It helps us understand complex systems where many interconnected components exist, such as in physics, finance, or data analysis. By analyzing the patterns and statistical behaviors of these matrices, RMT provides insights into the underlying structure and stability of systems, often revealing universal laws that apply across different fields. Essentially, RMT uses randomness in matrices to model and predict the behavior of complex, uncertain phenomena.