A modest attempt at gathering a bibliography of applications and connections of RMT to various fields,
guided by my personal interests.
Finance and Financial mathematics
Random matrix theory and Financial Correlations. [pdf]
by L. Laloux, P. Cizeau and M. Potters.
Noise Dressing of Financial Correlation Matrices. [pdf]
by L. Laloux, P. Cizeau, J. Bouchaud and M. Potters; ArXiv:cond-mat/9810255.
Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series. [pdf]
by V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. Nunes Amaral, and H. E. Stanley; Phys. Rev., 83, 7.
Random matrix approach to cross correlations in financial data. [pdf]
by V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. Nunes Amaral, T. Guhr, and H. E. Stanley; Phys. Rev. E, 65, 066126.
Exponential Weighting and Random-Matrix-Theory-Based
Filtering of Financial Covariance Matrices for Portfolio Optimization. [pdf]
by S. Pafkal, M. Potters and I. Kondor; ArXiv:cond-mat/0402573.
Combinatorics
Algebraic aspects of increasing subsequences. [pdf]
by J. Baik and E. Rains; ArXiv:math.CO/9905083
The asymptotics of monotone subsequences of involutions. [pdf]
by J. Baik and E. Rains; ArXiv:math.CO/9905084
Symmetrized random permutations. [pdf]
by J. Baik and E. Rains; ArXiv:math.CO/9910019
Random symmetric matrices are almost surely non-singular. [pdf]
by K. Costello, T. Tao, V. Vu; ArXiv:math.PR/0505156