Scaling limit of a long-range random walk in time-correlated random environment
Abstract
Partition functions in a long-range random walk with independent spatial disorder and temporal correlations converge to solutions of a fractional stochastic heat equation with Gaussian noise.
This paper concerns a long-range random walk in random environment in dimension 1+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.
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