- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index

## Abstract and Keywords

This article discusses random matrix theory (RMT) in a nutshell — what it is about, what its main features are, and why it is so successful in applications. It first considers the simplest and maybe most frequently used standard example, the Gaussian Unitary Ensemble (GUE) of random matrices, before looking at several types of applications of RMT, focusing on random operators, counting devices, and RMT without matrices. It then provides a guide to the handbook, explaining how the other forty-two articles on mathematical properties and applications of random matrices are related and built one upon the other. It also lists some topics that are not covered in detail in the book and reviews recent new developments since the first edition of this handbook before concluding with a brief survey of the existing introductory literature.

Keywords: random matrix theory (RMT), Gaussian Unitary Ensemble (GUE), random operator, counting device, random matrices

Gernot Akemann, Fakultät für Physik, Universität Bielefeld, Postfach 100131, D-33501 Bielefeld, Germany, akemann@physik.uni-bielefeld.de

Jinho Baik, 530 Church Street, Department of Mathematics, University of Michigan, Ann Arbor, MI 48109-1043, USA, baik@umich.edu

Philippe Di Francesco, Institut de Physique Théorique, CEA/Saclay, Orme des Merisiers, F-91191 Gif-sur-Yvette Cedex, France, philippe.di-francesco@cea.fr

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- The Oxford Handbook of Random Matrix Theory
- Dedication
- Foreword
- Detailed Contents
- List of Contributors
- Introduction and guide to the handbook
- History – an overview
- Symmetry classes
- Spectral statistics of unitary ensembles
- Spectral statistics of orthogonal and symplectic ensembles
- Universality
- Supersymmetry
- Replica approach in random matrix theory
- Painlevé transcendents
- Random matrix theory and integrable systems
- Determinantal point processes
- Random matrix representations of critical statistics
- Heavy-tailed random matrices
- Phase transitions
- Two-matrix models and biorthogonal polynomials
- Chain of matrices, loop equations, and topological recursion
- Unitary integrals and related matrix models
- Non-Hermitian ensembles
- Characteristic polynomials
- Beta ensembles
- Wigner matrices
- Free probability theory
- Random banded and sparse matrices
- Number theory
- Random permutations and related topics
- Enumeration of maps
- Knot theory and matrix integrals
- Multivariate statistics
- Algebraic geometry and matrix models
- Two-dimensional quantum gravity
- String theory
- Quantum chromodynamics
- Quantum chaos and quantum graphs
- Resonance scattering of waves in chaotic systems
- Condensed matter physics
- Classical and quantum optics
- Extreme eigenvalues of Wishart matrices: application to entangled bipartite system
- Random growth models
- Random matrices and Laplacian growth
- Financial applications of random matrix theory: a short review
- Asymptotic singular value distributions in information theory
- Random matrix theory and ribonucleic acid (RNA) folding
- Complex networks
- Index