2.1 Motivation Covariance matrix에 많은 noise 포함 Goal Noise 줄이기 Enhancing the signal 2.2 The Marcenko-Pastur Theorem 전제조건 Given $i.i.d$ random observations X size of (TxN) mean:0, variance: $ \sigma^2 $ $ C = T^{-1}X'X $ has eigen value $ \lambda $ PDF(Probability Density Function) $N \rightarrow \infty, T \rightarrow \infty$ with $ 1 < N/T < \infty $, then converges to MP pdf the maximum expec..