  Random matrix theory (RMT) provides a common mathematical formulation of
distinct physical questions in three different areas: quantum chaos, the 1-d
integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser
system), and 2-d quantum gravity. We review the connection of RMT with these
areas. We also discuss the method of loop equations for determining correlation
functions in RMT, and smoothed global eigenvalue correlators in the 2-matrix
model for gaussian orthogonal, unitary and symplectic ensembles.
