Higher Criticism to Compare Two Large Frequency Tables, with sensitivity to Possible Rare and Weak Differences

We adapt Higher Criticism (HC) to the comparison of two frequency tables which may -- or may not -- exhibit moderate differences between the tables in some unknown, relatively small subset out of a large number of categories. Our analysis of the power of the proposed HC test quantifies the rarity and size of assumed differences and applies moderate deviations-analysis to determine the asymptotic powerfulness/powerlessness of our proposed HC procedure. Our analysis considers the null hypothesis of no difference in underlying generative model against a rare/weak perturbation alternative, in which the frequencies of $N^{1-\beta}$ out of the $N$ categories are perturbed by $r(\log N)/2n$ in the Hellinger distance; here $n$ is the size of each sample. Our proposed Higher Criticism (HC) test \newtext{for} this setting uses P-values obtained from $N$ exact binomial tests. We characterize the asymptotic performance of the HC-based test in terms of the sparsity parameter $\beta$ and the perturbation intensity parameter $r$. Specifically, we derive a region in the $(\beta,r)$-plane where the test asymptotically has maximal power, while having asymptotically no power outside this region. Our analysis distinguishes between cases in which the counts in both tables are low, versus cases in which counts are high, corresponding to the cases of sparse and dense frequency tables. The phase transition curve of HC in the high-counts regime matches formally the curve delivered by HC in a two-sample normal means model

Non equilibrium current fluctuations in stochastic lattice gases

We study current fluctuations in lattice gases in the macroscopic limit extending the dynamic approach for density fluctuations developed in previous articles. More precisely, we establish a large deviation principle for a space-time fluctuation $j$ of the empirical current with a rate functional \mc I (j). We then estimate the probability of a fluctuation of the average current over a large time interval; this probability can be obtained by solving a variational problem for the functional \mc I . We discuss several possible scenarios, interpreted as dynamical phase transitions, for this variational problem. They actually occur in specific models. We finally discuss the time reversal properties of \mc I and derive a fluctuation relationship akin to the Gallavotti-Cohen theorem for the entropy production.Comment: 36 Pages, No figur

Towards a nonequilibrium thermodynamics: a self-contained macroscopic description of driven diffusive systems

In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide class of microscopic stochastic models where they are satisfied. The description however does not refer in any way to an underlying microscopic dynamics: the only input required are transport coefficients as functions of thermodynamic variables, which are experimentally accessible. The basic postulates are local equilibrium which allows a hydrodynamic description of the evolution, the Einstein relation among the transport coefficients, and a variational principle defining the out of equilibrium free energy. Associated to the variational principle there is a Hamilton-Jacobi equation satisfied by the free energy, very useful for concrete calculations. Correlations over a macroscopic scale are, in our scheme, a generic property of nonequilibrium states. Correlation functions of any order can be calculated from the free energy functional which is generically a non local functional of thermodynamic variables. Special attention is given to the notion of equilibrium state from the standpoint of nonequilibrium.Comment: 21 page

Free Energy Functional for Nonequilibrium Systems: An Exactly Solvable Case

We consider the steady state of an open system in which there is a flux of matter between two reservoirs at different chemical potentials. For a large system of size $N$, the probability of any macroscopic density profile $\rho(x)$ is $\exp[-N{\cal F}(\{\rho\})]$; ${\cal F}$ thus generalizes to nonequilibrium systems the notion of free energy density for equilibrium systems. Our exact expression for $\cal F$ is a nonlocal functional of $\rho$, which yields the macroscopically long range correlations in the nonequilibrium steady state previously predicted by fluctuating hydrodynamics and observed experimentally.Comment: 4 pages, RevTeX. Changes: correct minor errors, add reference, minor rewriting requested by editors and refere

Fluctuations in Stationary non Equilibrium States

In this paper we formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which covers situations in a nonlinear hydrodynamic regime and is verified explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Our results include the modification of the Onsager-Machlup theory in the SNS, a general Hamilton-Jacobi equation for the macroscopic entropy and a non equilibrium, non linear fluctuation dissipation relation valid for a wide class of systems

On the asymmetric zero-range in the rarefaction fan

We consider the one-dimensional asymmetric zero-range process starting from a step decreasing profile. In the hydrodynamic limit this initial condition leads to the rarefaction fan of the associated hydrodynamic equation. Under this initial condition and for totally asymmetric jumps, we show that the weighted sum of joint probabilities for second class particles sharing the same site is convergent and we compute its limit. For partially asymmetric jumps we derive the Law of Large Numbers for the position of a second class particle under the initial configuration in which all the positive sites are empty, all the negative sites are occupied with infinitely many first class particles and with a single second class particle at the origin. Moreover, we prove that among the infinite characteristics emanating from the position of the second class particle, this particle chooses randomly one of them. The randomness is given in terms of the weak solution of the hydrodynamic equation through some sort of renormalization function. By coupling the zero-range with the exclusion process we derive some limiting laws for more general initial conditions.Comment: 22 pages, to appear in Journal of Statistical Physic

Hard rod gas with long-range interactions: Exact predictions for hydrodynamic properties of continuum systems from discrete models

One-dimensional hard rod gases are explicitly constructed as the limits of discrete systems: exclusion processes involving particles of arbitrary length. Those continuum many-body systems in general do not exhibit the same hydrodynamic properties as the underlying discrete models. Considering as examples a hard rod gas with additional long-range interaction and the generalized asymmetric exclusion process for extended particles ($\ell$-ASEP), it is shown how a correspondence between continuous and discrete systems must be established instead. This opens up a new possibility to exactly predict the hydrodynamic behaviour of this continuum system under Eulerian scaling by solving its discrete counterpart with analytical or numerical tools. As an illustration, simulations of the totally asymmetric exclusion process ($\ell$-TASEP) are compared to analytical solutions of the model and applied to the corresponding hard rod gas. The case of short-range interaction is treated separately.Comment: 19 pages, 8 figure