In probability theory and mathematical physics, a random matrix is a matrix-valued random variable—that is, a matrix in which some or all 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. Applications Physics In nuclear physics, random matrices were introduced by Eugene Wigner to model the nuclei of heavy atoms. Wigner postulated that the spacings between the lines in the spectrum of a heavy atom nucleus should resemble the spacings between the eigenvalues of a random matrix, and should depend only on the symmetry class of the underlying evolution. In solid-state physics, random matrices model the behaviour of large disordered Hamiltonians in the mean-field approximation. In quantum chaos, the Bohigas–Giannoni–Schmit (BGS) conjecture asserts that the spectral statistics of quantum systems whose classical counterparts exhibit chaotic behaviour are described by random matrix theory. In quantum optics, transformations described by random unitary matrices are crucial for demonstrating the advantage of quantum over classical computation (see, e.g., the boson sampling model). Moreover, such random unitary transformations can be directly implemented in an optical circuit, by mapping their parameters to optical circuit components (that is beam splitters and phase shifters). Random matrix theory has also found applications to the chiral Dirac operator in quantum chromodynamics, quantum gravity in two dimensions, mesoscopic physics, spin-transfer torque, the fractional quantum Hall effect, Anderson localization, quantum dots, and superconductors Mathematical statistics and numerical analysis In multivariate statistics, random matrices were introduced by John Wishart, who sought to estimate covariance matrices of large samples. Chernoff-, Bernstein-, and Hoeffding-type inequalities can typically be strengthened when applied to the maximal eigenvalue of a finite sum of random Hermitian matrices. In numerical analysis, random matrices have been used since the work of John von Neumann and Herman Goldstine to describe computation errors in operations such as matrix multiplication. Although random entries are traditional "generic" inputs to an algorithm, the concentration of measure associated with random matrix distributions implies that random matrices will not test large portions of an algorithm's input space. Number theory In number theory, the distribution of zeros of the Riemann zeta function (and other L-functions) is modeled by the distribution of eigenvalues of certain random matrices. The connection was first discovered by Hugh Montgomery and Freeman J. Dyson. It