General Relativity and Quantum Mechanics are two fundamental building blocks of modern physics. General relativity is a theory of gravity and vital to our understanding of the Universe. It teaches us that space and time are unified into spacetime which is a smooth and deterministic dynamic field. On the other hand, from quantum mechanics which is essential for understanding of microscopic physics, we have learned that any dynamical field is made up discrete quanta and follows probabilistic laws. So the two building blocks must be reconciled and combined. A promising candidate for a consistent theory of quantum gravity is string theory, though it is not yet fully formulated. In the late 1990s, a quite different view of a quantum gravity was conjectured on basis of the modern developments in string theory. The conjectured gauge/gravity duality states that the theory of quantum gravity is equivalent to the quantum gauge field theory without gravity. It means that gravity is illusion and, on the other side, we obtain a new way to understand a certain gauge theory via dual gravitational theory. I have researched strongly coupled/correlated systems via black holes which are objects predicted by theories of gravity.