  We obtain correction terms to the large N asymptotic expansions of the
eigenvalue density for the Gaussian unitary and Laguerre unitary ensembles of
random N by N matrices, both in the bulk of the spectrum and near the spectral
edge. This is achieved by using the well known orthogonal polynomial expression
for the kernel to construct a double contour integral representation for the
density, to which we apply the saddle point method. The main correction to the
bulk density is oscillatory in N and depends on the distribution function of
the limiting density, while the corrections to the Airy kernel at the soft edge
are again expressed in terms of the Airy function and its first derivative. We
demonstrate numerically that these expansions are very accurate. A matching is
exhibited between the asymptotic expansion of the bulk density, expanded about
the edge, and the asymptotic expansion of the edge density, expanded into the
bulk.
