This article considers the so-called loop equations satisfied by integrals over random matrices coupled in a chain as well as their recursive solution in the perturbative case when the matrices are Hermitian. Random matrices are used in fields such as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces, both of which are based on the analysis of a matrix integral. However, this term can be confusing since the definition of a matrix integral in these two applications is not the same. The article discusses these two definitions, perturbative and non-perturbative, along with their relationship. It first provides an overview of a matrix integral before comparing convergent and formal matrix integrals. It then describes the loop equations and their solution in the one-matrix model. It also examines matrices coupled in a chain plus external field and concludes with a generalization of the topological recursion.