On Strong Mixing Conditions for Stationary Gaussian Processes

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.