  Starting from Gaussian random matrix models we derive a new supermatrix field
theory model. In contrast to the conventional non-linear sigma models, the new
model is applicable for any range of correlations of the elements of the random
matrices. We clarify the domain of integration for the supermatrices, and give
a demonstration of how the model works by calculating the density of states for
an ensemble of almost diagonal matrices. It is also shown how one can reduce
the supermatrix model to the conventional sigma model.
