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Consider the matrix , where is a matrix (either deterministic or random) and is a matrix independent from drawn from complex Ginibre ensemble. We study the limiting eigenvalue distribution of . In arXiv:0807.4898 it was shown that the eigenvalue distribution of converges to some deterministic measure. This measure is known for the case . Under some general convergence conditions on we prove a formula for the density of the limiting measure. We also obtain an estimation on the rate of convergence of the distribution. The approach used here is based on supersymmetric integration.

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