How to prove that $r(s,t)=exp{(\lambda\ (exp{(i(s-t))}-1))}$ ($\lambda$ is positive) is covariance function of some stochastic process?

Question

One guy told me that showing Hermite symmetry and positive semidefinite would be enough here. But I still don't know how to explain it if it's right. Hermit symmetry is obvious. And I do not know how to prove that this function is positive semidefinite (I know the definition of positive semidefinite function!)