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Statistical studies of complex systems: a random matrix approach

Pragya Shukla

Physica A: Statistical Mechanics and its Applications, 2002, vol. 315, issue 1, 45-52

Abstract: Recent studies indicate that the random matrix theory can play a significant role as a model for the statistical properties of a wide range of complex systems. However, so far the results were known only for a special class of random matrix ensembles. The lack of information about the generalized ensembles discouraged physicists from using random matrix as an analytical tool. Fortunately, a great deal of the related information can now be obtained by using a new technique which is briefly reviewed in this work.

Keywords: Random; Hermitian; Eigenvalues (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:315:y:2002:i:1:p:45-52

DOI: 10.1016/S0378-4371(02)01258-X

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