Random Matrices, Transportation Statistics, Decision Making Time and Universality”
The development of random matrix theory (RMT) can be traced back at least to the work of John Wishart and continued in the works of John von Neumann, Eugene Wigner and Freeman Dyson. The original applications of RMT were to statistics, nuclear physics and numerical linear algebra. More recently, distributions from RMT have arisen in the study of a bus system in Cuernavaca, Mexico, the analysis the spacing of parked cars in central London and in a statistical analysis of the New York City subway system. One can interpret the appearance of RMT in these other areas as the existence of universal physical laws for interacting particle systems. This talk will give an overview of these topics and describe a possible link, passing through RMT, to observed universal laws for decision making processes.