Consider a WSS random process X(t) with autocorrelation function R ₓ​ (τ)=exp(−a∣r∣) where a is a positive real number. Find the PSD of X(t), given by S(f)=F{Rₓ​ (τ)}=∫−[infinity] Rₓ​(τ)e−ʲ²ᵉᶠᵗ dτ.