Random matrix theory is usually taught as a sequence of several graduate courses; we have 16 lectures, so we will give a very brief introduction. Some relevant books for the course: • G. Anderson, A. Guionnet, O. Zeitouni. An introduction to random matrices. [1] • A. Guionnet. Large random matrices: lectures on macroscopic asymptotics. • M. L. Mehta. Random matrices. The study of random matrice...