Random Matrices
Mikhail A. Stephanov, J. J. M. Verbaarschot, Tilo Wettig · arXiv (Cornell University) · 2005
We review elementary properties of random matrices and discuss widely used mathematical methods for both hermitian and nonhermitian random matrix ensembles. Applications to a wide range of physics problems are summarized. This paper originally appeared as an article in the Wiley Encyclopedia of Electrical and Electronics Engineering.