Publication : t01/014

Abstract:
Lectures notes of a course given at the Service de Physique Th\'eorique, in Saclay. 1 Introduction: random matrices in different areas of physics and mathematics. 2 Ensembles of random matrices: gaussian, circular or hyperbolic ensembles, their universal properties. 3 Random matrices and discretized surfaces: Feynman diagrams and topological expansion. 4 The saddle point method. 5 The orthogonal polynomials method. 6 The equations of motion method. 7 Double scaling limit and string theory, integrable hierarchies.

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