@inproceedings{alex2016on,
title={On the principal components of sample covariance matrices},
author={Alex Bloemendal, Antti Knowles, Horng-Tzer Yau, and Jun Yin},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20160823114553921529399},
booktitle={Probability Theory and Related Fields},
volume={164},
number={1},
pages={459–552},
year={2016},
}

Alex Bloemendal, Antti Knowles, Horng-Tzer Yau, and Jun Yin. On the principal components of sample covariance matrices. 2016. Vol. 164. In Probability Theory and Related Fields. pp.459–552. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20160823114553921529399.