Rescaled Lotka-Volterra models converge to super-stable processes

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Abstract: Recently, it has been shown that stochastic spatial Lotka-Volterra models when suitably rescaled can converge to a super Brownian motion. We show that the limit process could be a super stable process if the kernel of the underlying motion is in the domain of attraction of a stable law. The corresponding results in Brownian setting were proved by Cox and Perkins (2005, 2008). As applications of the convergence theorems, some new results on the asymptotics of the voter model started from single 1 at the origin are obtained which improve the results by Bramson and Griffeath (1980).


The author proves that rescaled stochastic spatial Lotka-Volterra models can converge to super-stable processes. Using these limit theorems, some results on the asymptotics of the voter model are obtained.











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