2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/165011We study the dependence of the spectral density of the covariance matrix ensemble on the power spectrum of the underlying multivariate signal. The white noise signal leads to the celebrated Marchenko-Pastur formula. We demonstrate results for some colored noise signals.Data Analysis, Statistics and ProbabilityMedical Physicstext