Phase space analysis of the harmonic oscillatorwith Lévy noise: Spectral measure and deviation from ellipticity
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چکیده
We show that the location and velocity of the harmonic oscillator with Lévy-stable noise are mutually Lévy-stable distributed. We give explicitly the associated spectral measure, exhibiting both the non independence and the non ellipticity of the location-velocity couple. We then propose measures of deviation from ellipticity.
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تاریخ انتشار 2011