High Quality Content by WIKIPEDIA articles! In probability theory and statistics, a random matrix is a matrix-valued random variable. Many important properties of physical systems can be represented mathematically as matrix problems. For example, the thermal conductivity of a lattice can be computed from the dynamical matrix of the particle-particle interactions within the lattice.In the case of disordered physical systems (such as amorphous materials), the corresponding matrices are randomised. Essentially, the physics of these systems can be captured in simplified forms by studying ordered counterparts (such as crystals), and disordered counterparts. In the latter case, the mathematical properties of matrices with elements drawn randomly from statistical distributions (i.e. random matrices) determine the physical properties.

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