Phase Space Analysis of the Harmonic Oscillator with Lévy Noise: Spectral Measure and Deviation from Ellipticity

Abstract : 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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https://hal.archives-ouvertes.fr/hal-00623694
Contributor : Steeve Zozor <>
Submitted on : Wednesday, September 14, 2011 - 9:53:34 PM
Last modification on : Monday, April 9, 2018 - 12:22:45 PM

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  • HAL Id : hal-00623694, version 1

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Steeve Zozor, Christophe Vignat. Phase Space Analysis of the Harmonic Oscillator with Lévy Noise: Spectral Measure and Deviation from Ellipticity. 19th European Signal Processing Conference (EUSIPCO 2011), Aug 2011, Barcelone, Spain. pp.2239-2243. ⟨hal-00623694⟩

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