Random Matrix

In probability theory and mathematical physics, a random matrix is a matrix-valued random variable. Many important properties of physical systems may be represented mathematically as matrix problems. For example, the thermal conductivity of a lattice can be computed from the dynamical matrix of the particle-particle interactions within the lattice.

Read more about Random Matrix:  Applications, Gaussian Ensembles, Generalisations, Spectral Theory of Random Matrices, Guide To References

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