Phase Space Analysis of the Harmonic Oscillator with Lévy Noise: Spectral Measure and Deviation from Ellipticity - Archive ouverte HAL
Communication Dans Un Congrès Année : 2011

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

Steeve Zozor
GIPSA - Communication Information and Complex Systems
Christophe Vignat
Information Theory Laboratory (LTHI)
Laboratoire des signaux et systèmes
CV

Résumé

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.

Domaines

Traitement du signal et de l'image [eess.SP] Traitement du signal et de l'image [eess.SP] Probabilités [math.PR] Mécanique statistique [cond-mat.stat-mech]

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https://hal.science/hal-00623694

Soumis le : mercredi 14 septembre 2011-21:53:34

Dernière modification le : mercredi 18 décembre 2024-09:28:24

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Dates et versions

hal-00623694 , version 1 (14-09-2011)

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  • HAL Id : hal-00623694 , version 1

Citer

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

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