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.Comment: 10 pages, 5 figures, submitted to Euro. Phys. J.
