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

Lihu Xu

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arXiv · 0911.2868

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

Lihu Xu

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Abstract

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

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Lihu Xu. 2009-11-15. Ergodicity of infinite white $α$-stable Systems with linear and bounded interactions. https://arxiv.org/abs/0911.2868

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