The Magi/wise men who visited the young Jesus were obviously men of knowledge, possibly scholars of some sort. I would assume that when they returned to their home they documented their experience. Is there any evidence of this?
I would agree that the Magi were probably of high birth and likely were scholars. It would not be surprising at all if they wrote down what they had seen. However, there is no record of their journey available to us today. Bear in mind that we know very little of the details of what happened in the ancient world. I would guess that we have less than one hundredth of one percent of the things recorded back then because papyrus and vellum, the materials used for writing, only last for several years. To the extreme fragility of all writing materials in the ancient world, add the fact that most important cities were conquered and looted or burned repeatedly earlier times and you have a recipe for the destruction of virtually all ancient records. I always try to remind people that we know only a tiny fraction of what happened two thousand years ago. This is even more true of events in Mesopotamia than it is of events in Rome. There are virtually no written records of what happened in the Parthian Empire (the empire under which the Magi presumably lived. It would be astounding fortune for a copy of what the Magi saw to be preserved, assuming, of course, that they wrote it down.