Let \left\{X(t)\right\} be a covariant stationary process with autospectral density function given by
S_{XX}(\omega )=S_{0}\frac{a^{2}}{a^{2}+\omega ^{2}}Find the autocovariance function for the process, and verify that it tends to that of a delta-correlated process in the limit as a\rightarrow \infty