We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from −R to R converges in total variance distance to a standard normal distribution as R tends to infinity, after renormalization. We also show a functional version of this central limit theorem.
In this paper, we present a quantitative central limit theorem for the d-dimensional stochastic heat equation driven by a Gaussian multiplicative noise, which is white in time and has a spatial covariance given by the Riesz kernel. We show that the spatial average of the solution over an Euclidean ball is close to a Gaussian distribution, when the radius of the ball tends to infinity. Our central limit theorem is described in the total variation distance, using Malliavin calculus and Stein's method. We also provide a functional central limit theorem. (2010): 60H15, 60H07, 60G15, 60F05.
Mathematics Subject Classifications
The complexity of biological systems is encoded in gene regulatory networks. Unravelling this intricate web is a fundamental step in understanding the mechanisms of life and eventually developing efficient therapies to treat and cure diseases. The major obstacle in inferring gene regulatory networks is the lack of data. While time series data are nowadays widely available, they are typically noisy, with low sampling frequency and overall small number of samples. This paper develops a method called BINGO to specifically deal with these issues. Benchmarked with both real and simulated time-series data covering many different gene regulatory networks, BINGO clearly and consistently outperforms state-of-the-art methods. The novelty of BINGO lies in a nonparametric approach featuring statistical sampling of continuous gene expression profiles. BINGO's superior performance and ease of use, even by non-specialists, make gene regulatory network inference available to any researcher, helping to decipher the complex mechanisms of life.
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