Identifying complexity by means of matrices

• Published in: Physica A Vol. 314; no. 1; pp. 355 - 361
• Main Authors: Drożdż, S, Kwapień, J, Speth, J, Wójcik, M
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.11.2002
• Subjects: Natural complex systems; Order out of randomness; Random matrix theory; Random matrix theory; 21.10.Re; Order out of randomness; 05.30.Fk; 24.60.Lz; Natural complex systems; 21.60.−n
• ISSN: 0378-4371; 1873-2119
• DOI: 10.1016/S0378-4371(02)01066-X

Complexity is an interdisciplinary concept which, first of all, addresses the question of how order emerges out of randomness. For many reasons matrices provide a very practical and powerful tool in approaching and quantifying the related characteristics. Based on several natural complex dynamical systems, like the strongly interacting quantum many-body systems, the human brain and the financial markets, by relating empirical observations to the random matrix theory and quantifying deviations in terms of a reduced dimensionality, we present arguments in favour of the statement that complexity is a phenomenon at the edge between collectivity and chaos.