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This paper establishes a number of limit theorems for random functions H () in the interval, which satisfy the “strong mixing condition” \ ₜ ₀ ₌_ 㵶, ₁ ₌_ₓ + ^ | { P (AB) - P (A) P (B) } | = 0 \ where Mₓ䃑 ^{t₂ } is a -algebra generated by events \ H (₁) < h₁, , H (ₙ) < hₙ \, ₁, , ₙ are arbitrary intervals, ₖ (t₁, t₂), h₁, hₙ are arbitrary real numbers.
Волконский et al. (Thu,) studied this question.