Here's a paper on the applications of random matrix theory to finance: http://arxiv.org/PS_cache/arxiv/pdf/0910/0910.1205v1.pdf http://arxiv.org/PS_cache/arxiv

Here's a paper on the applications of random matrix theory to finance: http://arxiv.org/PS_cache/arxiv/pdf/0910/0910.1205v1.pdf http://arxiv.org/PS_cache/arxiv/pdf/0910/0910.1205v1.pdf The first pages are a quick overview of the math behind random matrix theory, if you're curious.