Let $\mathbf{X}$ be a random matrix with independent Gaussian random variable entries with different variances $v_{ij}$. Also define $\mathbf{A}=\mathbf{X}^\mathrm{H}\mathbf{X}$. Is there any relation between the distribution of the eigenvalues of $\mathbf{A}$ and moments of $\mathbf{A}$, i.e., $$\mathbf{B}_m=\mathbb{E}[\mathbf{A}^m]$$ for integers $m\geq 1$?
Is there any relation between moments of random matrix and its eigenvalue distribution?
Math_Y
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