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 , 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