Randomized trial shows the emergence of stochastic PDE limits in random walk models, confirming theoretical predictions.
We consider a generalized model of random walk in dynamical random environment, and we show that the multiplicative-noise stochastic heat equation (SHE) describes the fluctuations of the quenched density at a certain precise spatial location in the tail called the critical scale . The distribution of transition kernels is fixed rather than changing under the diffusive rescaling of space-time, that is, there is no tuning of the model parameters needed to observe the stochastic PDE limit. The proof is done by pushing the methods developed in [DDP24a, DDP24b] to their maximum, substantially weakening the assumptions and obtaining fairly sharp conditions under which one expects to see the SHE arise in a wide variety of random walk models in random media. In particular we are able to get rid of conditions such as nearest-neighbor interaction as well as spatial independence of quenched transition kernels. Moreover, we observe an entire hierarchy of moderate deviation exponents at which the SHE can be found, confirming a physics prediction of [Has25] and mirroring a result from [HQ18] in the context of this model.
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Shalin Parekh (2026) studied this question.
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