Abstract

Random matrix theory proves itself to be an efficient tool in recent technologies and many application areas. The main scope of this paper is to do a brief study on various application fields of Random Matrix Theory (RMT), for future analyses purposes. It is used as an analytical tool in many developing applications and analytical fields like optical physics, cellular networks, wireless communication, cell biology and even in big data analytics, to find out the hidden correlation between variables, hypotheses and to provide knowledgeable information to end users. The random matrix theory is believed to have many applications from quantum physics to biological networks. The analysis is made simple by using many laws like Semicircle law, Full circle law, Marcenko-Pastur law, Stieltjes’s transform, eigenvalue distribution and so on.

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