On Strong Mixing Conditions for Stationary Gaussian Processes

This paper considers conditions, which guarantee strong mixing of stationary random Gaussian process (t). It is proved, for example, that if the spectral density f () of the process (t) is continuous and positive (parameter t is discrete) or f () is positive and uniformly continuous, and for large \ m{ ᵏ } f () M{ ^{k - 1 }} \ (parameter t is continuous), then strong mixing takes place.