GENERALIZED RANDOM MATRIX THEORY: A MATHEMATICAL PROBE FOR COMPLEXITY
Abstract
The ubiquitous presence of complexity in nature makes it necessary to seek new mathematical tools which can probe physical systems beyond linear or perturbative approximations. The random matrix theory is one such tool in which the statistical behavior of a system is modeled by an ensemble of its replicas. This paper is an attempt to review the basic aspects of the theory in a simplified language, aimed at students from diverse areas of physics.
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