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In probability theory and mathematical physics, a random matrix (sometimes stochastic matrix) is a matrix-valued random variable—that is, a matrix some or all of whose elements are random variables. 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.

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  • In probability theory and mathematical physics, a random matrix (sometimes stochastic matrix) is a matrix-valued random variable—that is, a matrix some or all of whose elements are random variables. 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.
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