Statistical studies of complex systems: a random matrix approach

Recent studies indicate that the random matrix theory can play a significant role as a model for the statistical properties of a wide range of complex systems. However, so far the results were known only for a special class of random matrix ensembles. The lack of information about the generalized ensembles discouraged physicists from using random matrix as an analytical tool. Fortunately, a great deal of the related information can now be obtained by using a new technique which is briefly reviewed in this work.