On the 1/n expansion for some unitary invariant ensembles of random matrices

We present a version of the 1/n-expansion for random matrix ensembles known as matrix models. The case where the support of the density of states of an ensemble consists of one interval and the case where the density of states is even and its support consists of two symmetric intervals is treated. In these cases we construct the expansion scheme for the Jacobi matrix determining a large class of expectations of symmetric functions of eigenvalues of random matrices, prove the asymptotic character of the scheme and give an explicit form of the first two terms. This allows us, in particular, to clarify certain theoretical physics results on the variance of the normalized traces of the resolvent of random matrices. We also find the asymptotic form of several related objects, such as smoothed squares of certain orthogonal polynomials, the normalized trace and the matrix elements of the resolvent of the Jacobi matrices, etc.