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arxiv: 1706.05564 · v1 · pith:UQIMPVMQnew · submitted 2017-06-17 · 🧮 math.PR

An invariance principle for the stochastic heat equation

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keywords equationheatstochasticconvergenceproofrandomadvantagealternative
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We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d. mean zero random variables. As a consequence, we give an alternative proof of the weak convergence of the scaled partition function of directed polymers in the intermediate disorder regime, to the stochastic heat equation; an advantage of the proof is that it gives the convergence of all moments.

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