Stochastic Processes and Random Matrices Lecture Notes of the Les Houches Summer School: Volume 104, July 2015

Leticia F. Cugliandolo, Alexander Altland, Yan V. Fyodorov, Neil O'Connell, Gregory Schehr — 2017

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 in theoretical physics for a long time and are currently also a very active domain of research in mathematics.