In this review we discuss the relationship between random matrix theories and
symmetric spaces. We show that the integration manifolds of random matrix
theories, the eigenvalue distribution, and the Dyson and boundary indices
characterizing the ensembles are in strict correspondence with symmetric spaces
and the intrinsic characteristics of their restricted root lattices. Several
important results can be obtained from this identification. In particular the
Cartan classification of triplets of symmetric spaces with positive, zero and
negative curvature gives rise to a new classification of random matrix
ensembles. The review is organized into two main parts. In Part I the theory of
symmetric spaces is reviewed with particular emphasis on the ideas relevant for
appreciating the correspondence with random matrix theories. In Part II we
discuss various applications of symmetric spaces to random matrix theories and
in particular the new classification of disordered systems derived from the
classification of symmetric spaces. We also review how the mapping from
integrable Calogero--Sutherland models to symmetric spaces can be used in the
theory of random matrices, with particular consequences for quantum transport
problems. We conclude indicating some interesting new directions of research
based on these identifications.Comment: 161 pages, LaTeX, no figures. Revised version with major additions in
the second part of the review. Version accepted for publication on Physics
Report