title: Spectral measure of the harmonic oscillator with α-stable noise.
abstract: We study the coordinate-velocity couple of the harmonic oscillator with α-stable noise. As previously shown by Sokolov et al., the distribution of this couple is bivariate α-stable. In this work, we determine explicitly its associated spectral measure, exhibiting directly both the non-independence and non-ellipticity of the coordinate-velocity couple. Knowledge of the spectral measure allows to analyze and quantify the deviation from ellipticity.
authors: GIPSA-Lab, Département des Images et des Signaux (DIS), Domaine Universitaire, B.P. 46, F-38402 Saint Martin d'Hères, France. steeve.zozor@gipsa-lab.grenoble-inp.fr
authors: S
authors: S
authors: Zozor
authors: C
authors: C
authors: Vignat