On Strong Mixing Conditions for Stationary Gaussian Processes
Authors:
- A. N. KolmogorovAKA. N. Kolmogorov
- Yu. A. RozanovYRYu. A. Rozanov
- 1 January 1960
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability & Its Applications
- Vol. 5 (2) , 204-208
Abstract
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 $\[ \frac{m}{{\lambda ^k }} \leqq f(\lambda ) \leqq \frac{M}{{\lambda ^{k - 1} }} \] (parameter t is continuous), then strong mixing takes place.
Keywords
This publication has 2 references indexed in Scilit:
- Some Limit Theorems for Random Functions. ITheory of Probability & Its Applications, 1959
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITIONProceedings of the National Academy of Sciences, 1956