Episode #26: The Lush World of Random Matrices

Random Matrix Theory (RMT) stands out as a unifying framework at
the core of seemingly unrelated fields ranging from signal
processing, theoretical ecology, economics and finance, to the
theory of learning and the statistical physics of disordered
classical and quantum systems. Far from being a mere set of
computational tools, RMT provides deep theoretical insights and a
foundational understanding of various complex systems. It is key
to understand the stability or fragility of complex systems with
numerous interacting agents, providing a theoretical framework to
capture their responses to perturbations, that may lead to
significant changes in the system’s configuration with
substantial rearrangements in the state of the individual
components (thus describing scenarios of crises or extinctions).


In this episode physicist and capital fund manager Jean-Philippe
Bouchaud Paris), quantum physicist Valentina Ros and Tobias Galla
from the Institute for Cross-disciplinary Physics and Complex
Systems (IFISC) at Palma de Mallorca talk about their research
group at ZiF and discuss the potential of Random Matrix Theory
and the challenges of interdisciplinary collaboration. 


 


Links
Jean-Philippe Bouchaud 


Valentina Ros


Tobias Galla
Homepage of the research group at ZiF