@article{ToenjesSokolovPostnikov2014, author = {Toenjes, Ralf and Sokolov, Igor M. and Postnikov, Eugene B.}, title = {Spectral properties of the fractional Fokker-Planck operator for the Levy flight in a harmonic potential}, series = {The European physical journal}, volume = {87}, journal = {The European physical journal}, number = {12}, publisher = {Springer}, address = {New York}, issn = {1434-6028}, doi = {10.1140/epjb/e2014-50558-5}, pages = {11}, year = {2014}, abstract = {We present a detailed analysis of the eigenfunctions of the Fokker-Planck operator for the LevyOrnstein- 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 Levy-Ornstein-Uhlenbeck process and their correlation functions.}, language = {en} }