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arxiv: 0911.2868 · v1 · submitted 2009-11-15 · 🧮 math.PR

Ergodicity of infinite white α-stable Systems with linear and bounded interactions

classification 🧮 math.PR
keywords alphastableinfinitesystemwhiteboundeddimensionaldriven
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We proved the existence of an infinite dimensional stochastic system driven by white $\alpha$-stable noises ($1<\alpha \leq 2$), and prove this system is strongly mixing. Our method is by perturbing Ornstein-Uhlenbeck $\alpha$-stable processes.

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