On Strong Mixing Conditions for Stationary Gaussian Processes

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