  We calculate the exact density of states (DOS) for the three classical and
two non-classical Random Matrix Ensembles for finite matrix size N using
supersymmetric integrals. The 1/N-Expansion yields already in lowest order good
approximations to the exact result even for small values of N~5. We conjecture
a connection between the N-dependence of the oscillating part of the DOS and
the short-distance behavior of the two-level correlation function.
