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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.
Kolmogorov et al. (Fri,) studied this question.