Lectures on random matrix models. The Riemann-Hilbert approach

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This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications.

• We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to the large $N$ asymptotics of orthogonal polynomials and its applications to the problem of universality in random matrix models, the double scaling limits, the large $N$ asymptotics of the partition function, and random matrix models with external source.