In this thesis, we are interested on the one hand in the theory of Gaussian multiplicative chaos introduced by Kahane in 1985 and on the other hand in random matrix theory whose pioneers are Wigner, Wishart and Dyson. The first part of this manuscript constitutes a brief introduction to those two theories and also contains the personal contributions of this work rapidly explained. The following parts contain the texts of the published articles [1], [2], [3], [4], [5] and pre-prints [6], [7], [8] on those results where the reader can find more detailed developments
