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