Rescaled Lotka-Volterra models converge to super-Brownian motion

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We show that a sequence of stochastic spatial Lotka-Volterra models, suitably rescaled in space and time, converges weakly to super-Brownian motion with drift. The result includes both long range and nearest neighbor models, the latter for dimensions three and above. These theorems are special cases of a general convergence theorem for perturbations of the voter model.
Published at http://dx.doi.org/10.1214/009117904000000973 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60K35\sep60G57 (Primary) 60F17\sep60J80 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/75614

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0506591
 http://arxiv.org/abs/math/0506591
 Annals of Probability 2005, Vol. 33, No. 3, 904-947
 doi:10.1214/009117904000000973

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arXiv