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This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…

Methodology · Statistics 2024-12-11 Swapnaneel Bhattacharyya , Srijan Chattopadhyay , Sevantee Basu

Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…

Exactly Solvable and Integrable Systems · Physics 2008-06-10 Mark Mineev-Weinstein , Mihai Putinar , Razvan Teodorescu

Multivariate statistical analysis is concerned with observations on several variables which are thought to possess some degree of inter-dependence. Driven by problems in genetics and the social sciences, it first flowered in the earlier…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone

Neural network models are one of the most successful approaches to machine learning, enjoying an enormous amount of development and research over recent years and finding concrete real-world applications in almost any conceivable area of…

Mathematical Physics · Physics 2023-06-06 Nicholas P Baskerville

While deep machine learning technologies are now pervasive in state-of-the-art image recognition and natural language processing applications, only in recent years have these technologies started to sufficiently mature in applications…

Signal Processing · Electrical Eng. & Systems 2020-10-02 Lauren J. Wong , William H. Clark , Bryse Flowers , R. Michael Buehrer , Alan J. Michaels , William C. Headley

We explore the applications of random matrix theory (RMT) in the training of deep neural networks (DNNs), focusing on layer pruning that is reducing the number of DNN parameters (weights). Our numerical results show that this pruning leads…

Machine Learning · Computer Science 2024-09-10 Leonid Berlyand , Etienne Sandier , Yitzchak Shmalo , Lei Zhang

Modern Machine Learning (ML) and Deep Neural Networks (DNNs) often operate on high-dimensional data and rely on overparameterized models, where classical low-dimensional intuitions break down. In particular, the proportional regime where…

Machine Learning · Statistics 2026-04-17 Zhenyu Liao , Michael W. Mahoney

This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…

Mesoscale and Nanoscale Physics · Physics 2011-09-06 C. W. J. Beenakker

Brain mapping analyzes the wavelengths of brain signals and outputs them in a map, which is then analyzed by a radiologist. Introducing Machine Learning (ML) into the brain mapping process reduces the variable of human error in reading such…

Neurons and Cognition · Quantitative Biology 2025-02-24 Katrina Lawrence

This thesis addresses two persistent and closely related challenges in modern deep learning, reliability and efficiency, through a unified framework grounded in Spectral Geometry and Random Matrix Theory (RMT). As deep networks and large…

Machine Learning · Computer Science 2026-02-27 Davide Ettori

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…

Statistical Mechanics · Physics 2019-05-28 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…

Statistical Mechanics · Physics 2007-05-23 J. -Ch. Angles d'Auriac , J. -M. Maillard

Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…

Disordered Systems and Neural Networks · Physics 2022-11-16 Matthias Thamm , Max Staats , Bernd Rosenow

Large language models (LLMs) and multimodal models have become powerful general-purpose reasoning systems. However, radio-frequency (RF) signals, which underpin wireless systems, are still not natively supported by these models. Existing…

Signal Processing · Electrical Eng. & Systems 2026-02-17 Hang Zou , Yu Tian , Bohao Wang , Lina Bariah , Samson Lasaulce , Chongwen Huang , Mérouane Debbah

Next generation wireless networks are expected to be extremely complex due to their massive heterogeneity in terms of the types of network architectures they incorporate, the types and numbers of smart IoT devices they serve, and the types…

Signal Processing · Electrical Eng. & Systems 2022-03-14 Abdulmalik Alwarafy , Mohamed Abdallah , Bekir Sait Ciftler , Ala Al-Fuqaha , Mounir Hamdi

Data-driven approaches, when tasked with situation awareness, are suitable for complex grids with massive datasets. It is a challenge, however, to efficiently turn these massive datasets into useful big data analytics. To address such a…

Methodology · Statistics 2018-01-18 Xing He , Lei Chu , Robert C. Qiu , Qian Ai , Zenan Ling

Model-based analysis tools, built on assumptions and simplifications, are difficult to handle smart grids with data characterized by 4Vs data. This paper, using random matrix theory (RMT), motivates data-driven tools to perceive the complex…

Methodology · Statistics 2017-07-20 X. He , Q. Ai , C. Qiu , W. Huang , L. Piao , H. Liu

Reinforcement Learning (RL) has shown remarkable success in enabling adaptive and data-driven optimization for various applications in wireless networks. However, classical RL suffers from limitations in generalization, learning feedback,…

Networking and Internet Architecture · Computer Science 2025-12-04 Lingyi Cai , Wenjie Fu , Yuxi Huang , Ruichen Zhang , Yinqiu Liu , Jiawen Kang , Zehui Xiong , Tao Jiang , Dusit Niyato , Xianbin Wang , Shiwen Mao , Xuemin Shen

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov
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