ArticleOriginal scientific text

Title

On the rate of strong mixing in stationary Gaussian random fields

Authors 1

Affiliations

  1. Department of Mathematics, University of Louisville, Louisville, Kentucky 40292, U.S.A.

Abstract

Rosenblatt showed that a stationary Gaussian random field is strongly mixing if it has a positive, continuous spectral density. In this article, spectral criteria are given for the rate of strong mixing in such a field.

Keywords

stationary random field, strong mixing, prediction theory

Bibliography

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  9. D. Sarason, An addendum to 'Past and Future', Math. Scand. 30 (1972), 62-64.
Pages:
183-191
Main language of publication
English
Received
1990-11-08
Published
1992
Exact and natural sciences