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arxiv: 1410.2041 · v1 · pith:H6FHNOTVnew · submitted 2014-10-08 · 🧮 math-ph · cond-mat.stat-mech· math.MP

Spectral properties of fractional Fokker-Plank operator for the L\'evy flight in a harmonic potential

classification 🧮 math-ph cond-mat.stat-mechmath.MP
keywords processoperatorfokker-planckevy-ornstein-uhlenbeckfractionalgaussianornstein-uhlenbeckanalysis
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We present a detailed analysis of the eigenfunctions of the Fokker-Planck operator for the L\'evy-Ornstein-Uhlenbeck process, their asymptotic behavior and recurrence relations, explicit expressions in coordinate space for the special cases of the Ornstein-Uhlenbeck process with Gaussian and with Cauchy white noise and for the transformation kernel, which maps the fractional Fokker-Planck operator of the Cauchy-Ornstein-Uhlenbeck process to the non-fractional Fokker-Planck operator of the usual Gaussian Ornstein-Uhlenbeck process. We also describe how non-spectral relaxation can be observed in bounded random variables of the L\'evy-Ornstein-Uhlenbeck process and their correlation functions.

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