Rescaled Lotka-Volterra Models Converge to Super Stable Processes
Abstract
Description
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).