Supersymmetry for products of random matrices

Abstract

We consider the singular value statistics of products of independent random matrices. In particular, we compute the corresponding averages of products of characteristic polynomials. To this aim, we apply the projection formula recently introduced for chiral random matrix ensembles which serves as a shortcut of the supersymmetry method. The projection formula enables us to study the local statistics where free probability currently fails. To illustrate the projection formula and underlining the power of our approach, we calculate the hard edge scaling limit of the Meijer G-ensembles comprising the Wishart-Laguerre (chiral Gaussian), the Jacobi (truncated orthogonal, unitary or unitary symplec..