We discuss universality in random matrix theory and in the study of
Hamiltonian partial differential equations. We focus on universality of
critical behavior and we compare results in unitary random matrix ensembles
with their counterparts for the Korteweg-de Vries equation, emphasizing the
similarities between both subjects.Comment: review paper, 19 pages, to appear in the proceedings of the MSRI
semester on `Random matrices, interacting particle systems and integrable
systems