Brézin, Edouard Laboratoire de Physique Theorique, Ecole Normale Supérieur, Paris, France.
Last reviewed:August 2020
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Collections of large matrices, chosen at random from some ensemble. Random-matrix theory is a branch of mathematics which emerged from the study of complex physical problems, for which a statistical analysis is often more enlightening than a hopeless attempt to control every degree of freedom, or every detail of the dynamics. Although the connections to various parts of mathematics are very rich, the relevance of this approach to physics is also significant.
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