This is mainly a survey, explaining how the probabilistic (statistical mechanical) construction of Kähler-Einstein metrics on compact complex manifolds, introduced in a series of works by the author, naturally arises from classical approximation and interpolation problems in C n . A fair amount of background material is included. Along the way, the results are generalized to the non-compact setting of C n . This yields a probabilistic construction of Kähler solutions to Einstein's equations in C n , with cosmological constant −β, from a gas of interpolation nodes in equilibrium at positive inverse temperature β. In the infinite temperature limit, β → 0, solutions to the Calabi-Yau equation are obtained. In the opposite zero-temperature the results may be interpreted as "transcendental" analogs of classical asymptotics for orthogonal polynomials, with the inverse temperature β playing the role of the degree of a polynomial.