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arXiv 2210.01009math.PR
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时间相关随机环境中长程随机游走的标度极限

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

Guanglin Rang, Jian Song, Meng Wang

AI总结:

本文研究时间长程相关随机环境中的一维长程随机游走,证明两类重标度配分函数分别弱收敛于分数阶随机热方程的Stratonovich解和Itô-Skorohod解。

摘要:

本文研究一维空间加一维时间中随机环境下的长程随机游走,其中环境无序在空间上独立,但在时间上具有长程相关性。我们证明两类重标度配分函数分别弱收敛于带乘性高斯噪声(空间白噪声、时间有色噪声)的分数阶随机热方程的Stratonovich解和Itô-Skorohod解。

英文摘要:

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 Itô-Skorohod solution respectively of a fractional stochastic heat equation with multiplicative Gaussian noise which is white in space and colored in time.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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