  We compute exact asymptotic results for the probability of the occurrence of
large deviations of the largest (smallest) eigenvalue of random matrices
belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In
particular, we show that the probability that all the eigenvalues of an (NxN)
random matrix are positive (negative) decreases for large N as ~\exp[-\beta
\theta(0) N^2] where the Dyson index \beta characterizes the ensemble and the
exponent \theta(0)=(\ln 3)/4=0.274653... is universal. We compute the
probability that the eigenvalues lie in the interval [\zeta_1,\zeta_2] which
allows us to calculate the joint probability distribution of the minimum and
the maximum eigenvalue. As a byproduct, we also obtain exactly the average
density of states in Gaussian ensembles whose eigenvalues are restricted to lie
in the interval [\zeta_1,\zeta_2], thus generalizing the celebrated Wigner
semi-circle law to these restricted ensembles. It is found that the density of
states generically exhibits an inverse square-root singularity at the location
of the barriers. These results are confirmed by numerical simulations.
