  We construct a very general family of characteristic functions describing
Random Matrix Ensembles (RME) having a global unitary invariance, and
containing an arbitrary, one-variable probability measure which we characterize
by a `spread function'. Various choices of the spread function lead to a
variety of possible generalized RMEs, which show deviations from the well-known
Gaussian RME originally proposed by Wigner. We obtain the correlation functions
of such generalized ensembles exactly, and show examples of how particular
choices of the spread function can describe ensembles with arbitrary eigenvalue
densities as well as critical ensembles with multifractality.
