Skip to main content
1 of 3
Math_Y
  • 287
  • 2
  • 16

Is there any relation between moments of random matrix and its eigenvalue distribution?

Let $\mathbf{A}$ be a random matrix, is there any relation between the distribution of the eigenvalues of $\mathbf{A}$ and moments of $\mathbf{A}$, i.e., $$\mathbb{E}[\mathbf{A}^m]$$ for integer $m\geq 1$?

Math_Y
  • 287
  • 2
  • 16