Here is the next problem: we have $n\times n$ random matrix $\hat{A}$, each element of this matrix is independent real random variable with normal distribution ($\mu=0, \sigma^2=1/n$). Matrix is nosymmetric. The question is how to find variance and expected value of elements of power from this matrix $(A^m)_{ik}$, where $m$ is natural number? I think diagonal and nondiagonal elements will have different values of variance and expected value, but just now I don't know how to start.
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$\begingroup$ The question needs a little more work by the author. I recommend reading the guidelines mathoverflow.net/help/howtoask I encourage to read "Search, and research" and "Make it relevant" sections $\endgroup$– TintinCommented Aug 2 at 10:17
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