English

Scaling limit of a long-range random walk in time-correlated random environment

Probability 2024-10-02 v3

Abstract

This paper concerns a long-range random walk in random environment in dimension 1+11+1, where the environmental disorder is independent in space but has long-range correlations in time. We prove that two types of rescaled partition functions converge weakly to the Stratonovich solution and the It\^o-Skorohod solution respectively of a fractional stochastic heat equation with multiplicative Gaussian noise which is white in space and colored in time.

Keywords

Cite

@article{arxiv.2210.01009,
  title  = {Scaling limit of a long-range random walk in time-correlated random environment},
  author = {Guanglin Rang and Jian Song and Meng Wang},
  journal= {arXiv preprint arXiv:2210.01009},
  year   = {2024}
}

Comments

39 pages. This is the final version