Random Walk Autocorrelation and PSD

Hello all,

I have some difficulty to compute the PSD function of the random x(t)
where

(d/dt) x(t) = w(t)

where

w(t) is a Gaussian white noise with variance: q
assuming that E[x(0)] = 0 and Var[x(0)] = 0

Well, it can be easily shown that the autocorrelation function is time
dependent and is equal to
Rxx(t, tau):=E[x(t)x(t+tau)] = q*t

Now, how can I compute the PSD of the random walk. If it was a
stationary process then the PSD would be a Fourier transform of the
Autocorrelation function, but it is not.....

Thanks in advance,
Miki



.

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