  These are lectures notes for a 4h30 mini-course held in Ulaanbaatar, National
University of Mongolia, August 5-7th 2015, at the summer school "Stochastic
Processes and Applications". It aims at presenting an introduction to basic
results of random matrix theory and some of its motivations, targeted to a
large panel of students coming from statistics, finance, etc. Only a small
background in probability is required.
