Random matrix

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Notion

Domain

Science and technology

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What Wikipedia says

In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all of its entries are sampled randomly from a probability distribution. Random matrix theory (RMT) is the study of properties of random matrices, often as they become large.

Excerpt from the Wikipedia article “Random matrix”, under the CC BY-SA 4.0 license. Read the article on Wikipedia