Probability theory is based on the notion of independence. The celebrated law of large numbers and the central limit theorem describe the asymptotics of the sum
This book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimens
Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with
This text covers in detail recent developments in the field of stochastic processes and Random Matrix Theory. Matrix models have been playing an important role