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We consider the product of M quadratic random matrices with complex elements and no further symmetry, where all matrix elements of each factor have a Gaussian distribution. This generalises the classical Wishart-Laguerre Gaussian Unitary Ensemble with M = 1. In this paper we first compute the joint probability distribution for the singular values of the(More)
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard–Stratonovich transformation. Here, we complete this extension by including arbitrary orthogonally and unitary–symplectically invariant matrix ensembles. The results are equivalent to, but the approach is(More)
Recently, two different approaches were put forward to extend the supersymmetry method in random matrix theory from Gaussian ensembles to general rotation invariant ensembles. These approaches are the generalized Hubbard– Stratonovich transformation and the superbosonization formula. Here, we prove the equivalence of both approaches. To this end, we reduce(More)
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