Geodesic
On Strong Mixing Conditions for Stationary Gaussian Processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 2, pp. 222-227

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This paper considers conditions, which guarantee strong mixing of stationary random Gaussian process $\xi (t)$. It is proved, for example, that if the spectral density $f(\lambda)$ of the process $\xi(t)$ is continuous and positive (parameter $t$ is discrete) or $f(\lambda )$ is positive and uniformly continuous, and for large $\lambda$ $$\frac{m}{\lambda^k}\leq f(\lambda)\leq\frac{M}{\lambda^{k-1}}$$ (parameter $t$ is continuous), then strong mixing takes place. 
@article{TVP_1960_5_2_a4,
     author = {A. N. Kolmogorov and Yu. A. Rozanov},
     title = {On {Strong} {Mixing} {Conditions} for {Stationary} {Gaussian} {Processes}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {222--227},
     publisher = {mathdoc},
     volume = {5},
     number = {2},
     year = {1960},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1960_5_2_a4/}
}
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A. N. Kolmogorov; Yu. A. Rozanov. On Strong Mixing Conditions for Stationary Gaussian Processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 5 (1960) no. 2, pp. 222-227. http://geodesic.mathdoc.fr/item/TVP_1960_5_2_a4/