  In these lectures three different methods of computing the asymptotic
expansion of a Hermitian matrix integral is presented. The first one is a
combinatorial method using Feynman diagrams. This leads us to the generating
function of the reciprocal of the order of the automorphism group of a tiling
of a Riemann surface. The second method is based on the classical analysis of
orthogonal polynomials. A rigorous asymptotic method is established, and a
special case of the matrix integral is computed in terms of the Riemann
$\zeta$-function. The third method is derived from a formula for the
$\tau$-function solution to the KP equations. This method leads us to a new
class of solutions of the KP equations that are
  \emph{transcendental}, in the sense that they cannot be obtained by the
celebrated Krichever construction and its generalizations based on algebraic
geometry of vector bundles on Riemann surfaces. In each case a mathematically
rigorous way of dealing with asymptotic series in an infinite number of
variables is established.
