The Decomposition Formula and Stationary Measures for Stochastic Lotka-Volterra Systems with Applications to Turbulent Convection
Lifeng Chen, Zhao Dong, Jifa Jiang, Lei Niu, Jianliang Zhai

TL;DR
This paper develops a decomposition formula for stochastic Lotka-Volterra systems, analyzes their long-term behavior, and classifies three-dimensional systems into 37 classes with detailed convergence and ergodicity results.
Contribution
It introduces a stochastic decomposition formula linking stochastic and deterministic LV systems, enabling classification and analysis of stationary measures and turbulence in stochastic ecological models.
Findings
Decomposition formula relates stochastic and deterministic solutions.
Existence and support of stationary measures are established.
Classification of 3D stochastic LV systems into 37 classes with convergence properties.
Abstract
Motivated by the work of Busse et al. [6] on turbulent convection in a rotating layer, we exploit the long-run behavior for stochastic Lotka-Volterra (LV) systems both in pull-back trajectory and in stationary measure. It is proved stochastic decomposition formula describing the relation between solutions of stochastic and deterministic LV systems and stochastic Logistic equation. By virtue of this formula, it is verified that every pull-back omega limit set is an omega limit set for deterministic LV systems multiplied by the random equilibrium of the stochastic Logistic equation. This formula is used to derive the existence of a stationary measure, its support and ergodicity. We prove the tightness for the set of stationary measures and the invariance for their weak limits as the noise intensity vanishes, whose supports are contained in the Birkhoff center. The developed theory is…
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Complex Systems and Time Series Analysis
