Let \(K\left(t, t^{\prime}ight)=\sigma^{2} \exp \left(-\left|t-t^{\prime}ight| / \lambdaight)\) be the scaled exponential covariance, and let \(Y\) be a zero-mean Gaussian process with covariance \(K\). Show that the longrange limit with \(\sigma^{2} \propto \lambda\) is such that the deviation \(Y(t)-Y(0)\) is finite and equal in distribution to Brownian motion.