Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,… All these topics share certain relations, called “loop equations” or “Virasoro constraints”. In the simplest case, the complete solution of those equations was found recently: it can be expressed in the framework of differential geometry over a certain Riemann surface which depends on the problem : the “spectral curve”. This thesis is a contribution to the development of these techniques, and to their applications. Keywords: random matrices, random maps, integrable systems, algebraic geometry, loop equations, topological recursion, Hurwitz numbers, Gromov-Witten invariants, Tracy-Widom laws, beta ensemble, large N asymptotics in random matrix theory.

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