Before revision:  We establish a Marc enko-Pastur type theorem for weighted sample covariance matrices, based on which we obtain a Marc enko-Pastur type theorem for RCV for a class   of diffusion processes.
After revision:  We establish a Marc enko-Pastur type theorem for weighted sample covariance matrices, based on which we obtain a Marc enko-Pastur type theorem for RCV for a class  \mathcal{C of diffusion processes.