Using Efetov's supersymmetry method, we prove the ergodicity of a wide clas
s of unitary random-matrix ensembles. We do so by showing that the connecte
d part of the autocorrelation function of any observable vanishes asymptoti
cally. The essential elements of the proof consist in a polar decomposition
of the saddle-point manifold, in the construction of the Efetov-Wegner ter
ms generated in this way, and in an asymptotic expansion of these terms in
inverse powers of the relevant parameter. (C) 2000 Academic Press.