  We prove conjecture due to Erickson-Semenoff-Zarembo and Drukker-Gross which
relates supersymmetric circular Wilson loop operators in the N=4 supersymmetric
Yang-Mills theory with a Gaussian matrix model. We also compute the partition
function and give a new matrix model formula for the expectation value of a
supersymmetric circular Wilson loop operator for the pure N=2 and the N=2*
supersymmetric Yang-Mills theory on a four-sphere. A four-dimensional N=2
superconformal gauge theory is treated similarly.
