Stochastic processes and random matrices : lecture notes of the Les Houches Summer School

The field of stochastic processes and random matrix theory (RMT) has been a rapidly evolving subject during the last fifteen years. The continuous development and discovery of new tools, connections and ideas have led to an avalanche of new results. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. This volume not only covers this topic in detail but also presents more recent developments that have emerged.