 We establish a Marcenko-Pastur type theorem for weighted sample covariance matrices, based on which we further establish a Marcenko-Pastur type theorem for RCV matrices for a class \mathcal{C \sC of diffusion processes.
<clarity>  We establish a Marcenko-Pastur type theorem for weighted sample covariance matrices, based on which we further establish a Marcenko-Pastur type theorem for RCV matrices for a class \mathcal{C \sC of diffusion processes.
 We establish a Marcenko-Pastur type theorem for weighted sample covariance matrices, based on which we obtain a Marcenko-Pastur type theorem for RCV matrices for a class \mathcal{C \sC of diffusion processes.