910 resultados para Semigroup of linear operators
Resumo:
The present thesis is concerned with certain aspects of differential and pseudodifferential operators on infinite dimensional spaces. We aim to generalize classical operator theoretical concepts of pseudodifferential operators on finite dimensional spaces to the infinite dimensional case. At first we summarize some facts about the canonical Gaussian measures on infinite dimensional Hilbert space riggings. Considering the naturally unitary group actions in $L^2(H_-,gamma)$ given by weighted shifts and multiplication with $e^{iSkp{t}{cdot}_0}$ we obtain an unitary equivalence $F$ between them. In this sense $F$ can be considered as an abstract Fourier transform. We show that $F$ coincides with the Fourier-Wiener transform. Using the Fourier-Wiener transform we define pseudodifferential operators in Weyl- and Kohn-Nirenberg form on our Hilbert space rigging. In the case of this Gaussian measure $gamma$ we discuss several possible Laplacians, at first the Ornstein-Uhlenbeck operator and then pseudo-differential operators with negative definite symbol. In the second case, these operators are generators of $L^2_gamma$-sub-Markovian semi-groups and $L^2_gamma$-Dirichlet-forms. In 1992 Gramsch, Ueberberg and Wagner described a construction of generalized Hörmander classes by commutator methods. Following this concept and the classical finite dimensional description of $Psi_{ro,delta}^0$ ($0leqdeltaleqroleq 1$, $delta< 1$) in the $C^*$-algebra $L(L^2)$ by Beals and Cordes we construct in both cases generalized Hörmander classes, which are $Psi^*$-algebras. These classes act on a scale of Sobolev spaces, generated by our Laplacian. In the case of the Ornstein-Uhlenbeck operator, we prove that a large class of continuous pseudodifferential operators considered by Albeverio and Dalecky in 1998 is contained in our generalized Hörmander class. Furthermore, in the case of a Laplacian with negative definite symbol, we develop a symbolic calculus for our operators. We show some Fredholm-criteria for them and prove that these Fredholm-operators are hypoelliptic. Moreover, in the finite dimensional case, using the Gaussian-measure instead of the Lebesgue-measure the index of these Fredholm operators is still given by Fedosov's formula. Considering an infinite dimensional Heisenberg group rigging we discuss the connection of some representations of the Heisenberg group to pseudo-differential operators on infinite dimensional spaces. We use this connections to calculate the spectrum of pseudodifferential operators and to construct generalized Hörmander classes given by smooth elements which are spectrally invariant in $L^2(H_-,gamma)$. Finally, given a topological space $X$ with Borel measure $mu$, a locally compact group $G$ and a representation $B$ of $G$ in the group of all homeomorphisms of $X$, we construct a Borel measure $mu_s$ on $X$ which is invariant under $B(G)$.
Resumo:
The only nuclear model independent method for the determination of nuclear charge radii of short-lived radioactive isotopes is the measurement of the isotope shift. For light elements (Z < 10) extremely high accuracy in experiment and theory is required and was only reached for He and Li so far. The nuclear charge radii of the lightest elements are of great interest because they have isotopes which exhibit so-called halo nuclei. Those nuclei are characterized by a a very exotic nuclear structure: They have a compact core and an area of less dense nuclear matter that extends far from this core. Examples for halo nuclei are 6^He, 8^He, 11^Li and 11^Be that is investigated in this thesis. Furthermore these isotopes are of interest because up to now only for such systems with a few nucleons the nuclear structure can be calculated ab-initio. In the Institut für Kernchemie at the Johannes Gutenberg-Universität Mainz two approaches with different accuracy were developed. The goal of these approaches was the measurement of the isotope shifts between (7,10,11)^Be^+ and 9^Be^+ in the D1 line. The first approach is laser spectroscopy on laser cooled Be^+ ions that are trapped in a linear Paul trap. The accessible accuracy should be in the order of some 100 kHz. In this thesis two types of linear Paul traps were developed for this purpose. Moreover, the peripheral experimental setup was simulated and constructed. It allows the efficient deceleration of fast ions with an initial energy of 60 keV down to some eV and an effcient transport into the ion trap. For one of the Paul traps the ion trapping could already be demonstrated, while the optical detection of captured 9^Be^+ ions could not be completed, because the development work was delayed by the second approach. The second approach uses the technique of collinear laser spectroscopy that was already applied in the last 30 years for measuring isotope shifts of plenty of heavier isotopes. For light elements (Z < 10), it was so far not possible to reach the accuracy that is required to extract information about nuclear charge radii. The combination of collinear laser spectroscopy with the most modern methods of frequency metrology finally permitted the first-time determination of the nuclear charge radii of (7,10)^Be and the one neutron halo nucleus 11^Be at the COLLAPS experiment at ISOLDE/ CERN. In the course of the work reported in this thesis it was possible to measure the absolute transition frequencies and the isotope shifts in the D1 line for the Be isotopes mentioned above with an accuracy of better than 2 MHz. Combination with the most recent calculations of the mass effect allowed the extraction of the nuclear charge radii of (7,10,11)^Be with an relative accuracy better than 1%. The nuclear charge radius decreases from 7^Be continuously to 10^Be and increases again for 11^Be. This result is compared with predictions of ab-initio nuclear models which reproduce the observed trend. Particularly the "Greens Function Monte Carlo" and the "Fermionic Molecular Dynamic" model show very good agreement.
A farm-level programming model to compare the atmospheric impact of conventional and organic farming
Resumo:
A model is developed to represent the activity of a farm using the method of linear programming. Two are the main components of the model, the balance of soil fertility and the livestock nutrition. According to the first, the farm is supposed to have a total requirement of nitrogen, which is to be accomplished either through internal sources (manure) or through external sources (fertilisers). The second component describes the animal husbandry as having a nutritional requirement which must be satisfied through the internal production of arable crops or the acquisition of feed from the market. The farmer is supposed to maximise total net income from the agricultural and the zoo-technical activities by choosing one rotation among those available for climate and acclivity. The perspective of the analysis is one of a short period: the structure of the farm is supposed to be fixed without possibility to change the allocation of permanent crops and the amount of animal husbandry. The model is integrated with an environmental module that describes the role of the farm within the carbon-nitrogen cycle. On the one hand the farm allows storing carbon through the photosynthesis of the plants and the accumulation of carbon in the soil; on the other some activities of the farm emit greenhouse gases into the atmosphere. The model is tested for some representative farms of the Emilia-Romagna region, showing to be capable to give different results for conventional and organic farming and providing first results concerning the different atmospheric impact. Relevant data about the representative farms and the feasible rotations are extracted from the FADN database, with an integration of the coefficients from the literature.
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The interplay of hydrodynamic and electrostatic forces is of great importance for the understanding of colloidal dispersions. Theoretical descriptions are often based on the so called standard electrokinetic model. This Mean Field approach combines the Stokes equation for the hydrodynamic flow field, the Poisson equation for electrostatics and a continuity equation describing the evolution of the ion concentration fields. In the first part of this thesis a new lattice method is presented in order to efficiently solve the set of non-linear equations for a charge-stabilized colloidal dispersion in the presence of an external electric field. Within this framework, the research is mainly focused on the calculation of the electrophoretic mobility. Since this transport coefficient is independent of the electric field only for small driving, the algorithm is based upon a linearization of the governing equations. The zeroth order is the well known Poisson-Boltzmann theory and the first order is a coupled set of linear equations. Furthermore, this set of equations is divided into several subproblems. A specialized solver for each subproblem is developed, and various tests and applications are discussed for every particular method. Finally, all solvers are combined in an iterative procedure and applied to several interesting questions, for example, the effect of the screening mechanism on the electrophoretic mobility or the charge dependence of the field-induced dipole moment and ion clouds surrounding a weakly charged sphere. In the second part a quantitative data analysis method is developed for a new experimental approach, known as "Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy" (TIR-FCCS). The TIR-FCCS setup is an optical method using fluorescent colloidal particles to analyze the flow field close to a solid-fluid interface. The interpretation of the experimental results requires a theoretical model, which is usually the solution of a convection-diffusion equation. Since an analytic solution is not available due to the form of the flow field and the boundary conditions, an alternative numerical approach is presented. It is based on stochastic methods, i. e. a combination of a Brownian Dynamics algorithm and Monte Carlo techniques. Finally, experimental measurements for a hydrophilic surface are analyzed using this new numerical approach.
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The upgrade of the Mainz Mikrotron (MAMI) electron accelerator facility in 2007 which raised the beam energy up to 1.5,GeV, gives the opportunity to study strangeness production channels through electromagnetic process. The Kaon Spectrometer (KAOS) managed by the A1 Collaboration, enables the efficient detection of the kaons associated with strangeness electroproduction. Used as a single arm spectrometer, it can be combined with the existing high-resolution spectrometers for exclusive measurements in the kinematic domain accessible to them.rnrnFor studying hypernuclear production in the ^A Z(e,e'K^+) _Lambda ^A(Z-1) reaction, the detection of electrons at very forward angles is needed. Therefore, the use of KAOS as a double-arm spectrometer for detection of kaons and the electrons at the same time is mandatory. Thus, the electron arm should be provided with a new detector package, with high counting rate capability and high granularity for a good spatial resolution. To this end, a new state-of-the-art scintillating fiber hodoscope has been developed as an electron detector.rnrnThe hodoscope is made of two planes with a total of 18432 scintillating double-clad fibers of 0.83 mm diameter. Each plane is formed by 72 modules. Each module is formed from a 60deg slanted multi-layer bundle, where 4 fibers of a tilted column are connected to a common read out. The read-out is made with 32 channels of linear array multianode photomultipliers. Signal processing makes use of newly developed double-threshold discriminators. The discriminated signal is sent in parallel to dead-time free time-to-digital modules and to logic modules for triggering purposes.rnrnTwo fiber modules were tested with a carbon beam at GSI, showing a time resolution of 220 ps (FWHM) and a position residual of 270 microm m (FWHM) with a detection efficiency epsilon>99%.rnrnThe characterization of the spectrometer arm has been achieved through simulations calculating the transfer matrix of track parameters from the fiber detector focal plane to the primary vertex. This transfer matrix has been calculated to first order using beam transport optics and has been checked by quasielastic scattering off a carbon target, where the full kinematics is determined by measuring the recoil proton momentum. The reconstruction accuracy for the emission parameters at the quasielastic vertex was found to be on the order of 0.3 % in first test realized.rnrnThe design, construction process, commissioning, testing and characterization of the fiber hodoscope are presented in this work which has been developed at the Institut für Kernphysik of the Johannes Gutenberg - Universität Mainz.
Resumo:
In this thesis, elemental research towards the implantation of a diamond-based molecular quantum computer is presented. The approach followed requires linear alignment of endohedral fullerenes on the diamond C(100) surface in the vicinity of subsurface NV-centers. From this, four fundamental experimental challenges arise: 1) The well-controlled deposition of endohedral fullerenes on a diamond surface. 2) The creation of NV-centers in diamond close to the surface. 3) Preparation and characterization of atomically-flat diamondsurfaces. 4) Assembly of linear chains of endohedral fullerenes. First steps to overcome all these challenges were taken in the framework of this thesis. Therefore, a so-called “pulse injection” technique was implemented and tested in a UHV chamber that was custom-designed for this and further tasks. Pulse injection in principle allows for the deposition of molecules from solution onto a substrate and can therefore be used to deposit molecular species that are not stable to sublimation under UHV conditions, such as the endohedral fullerenes needed for a quantum register. Regarding the targeted creation of NV-centers, FIB experiments were carried out in cooperation with the group of Prof. Schmidt-Kaler (AG Quantum, Physics Department, Johannes Gutenberg-Universität Mainz). As an entry into this challenging task, argon cations were implanted into (111) surface-oriented CaF2 crystals. The resulting implantation spots on the surface were imaged and characterized using AFM. In this context, general relations between the impact of the ions on the surface and their valency or kinetic energy, respectively, could be established. The main part of this thesis, however, is constituted by NCAFM studies on both, bare and hydrogen-terminated diamond C(100) surfaces. In cooperation with the group of Prof. Dujardin (Molecular Nanoscience Group, ISMO, Université de Paris XI), clean and atomically-flat diamond surfaces were prepared by exposure of the substrate to a microwave hydrogen plasma. Subsequently, both surface modifications were imaged in high resolution with NC-AFM. In the process, both hydrogen atoms in the unit cell of the hydrogenated surface were resolved individually, which was not achieved in previous STM studies of this surface. The NC-AFM images also reveal, for the first time, atomic-resolution contrast on the clean, insulating diamond surface and provide real-space experimental evidence for a (2×1) surface reconstruction. With regard to the quantum computing concept, high-resolution NC-AFM imaging was also used to study the adsorption and self-assembly potential of two different kinds of fullerenes (C60 and C60F48) on aforementioned diamond surfaces. In case of the hydrogenated surface, particular attention was paid to the influence of charge transfer doping on the fullerene-substrate interaction and the morphology emerging from self-assembly. Finally, self-assembled C60 islands on the hydrogen-terminated diamond surface were subject to active manipulation by an NC-AFM tip. Two different kinds of tip-induced island growth modes have been induced and were presented. In conclusion, the results obtained provide fundamental informations mandatory for the realization of a molecular quantum computer. In the process it was shown that NC-AFM is, under proper circumstances, a very capable tool for imaging diamond surfaces with highest resolution, surpassing even what has been achieved with STM up to now. Particular attention was paid to the influence of transfer doping on the morphology of fullerenes on the hydrogenated diamond surface, revealing new possibilities for tailoring the self-assembly of molecules that have a high electron affinity.
Resumo:
This thesis deals with three different physical models, where each model involves a random component which is linked to a cubic lattice. First, a model is studied, which is used in numerical calculations of Quantum Chromodynamics.In these calculations random gauge-fields are distributed on the bonds of the lattice. The formulation of the model is fitted into the mathematical framework of ergodic operator families. We prove, that for small coupling constants, the ergodicity of the underlying probability measure is indeed ensured and that the integrated density of states of the Wilson-Dirac operator exists. The physical situations treated in the next two chapters are more similar to one another. In both cases the principle idea is to study a fermion system in a cubic crystal with impurities, that are modeled by a random potential located at the lattice sites. In the second model we apply the Hartree-Fock approximation to such a system. For the case of reduced Hartree-Fock theory at positive temperatures and a fixed chemical potential we consider the limit of an infinite system. In that case we show the existence and uniqueness of minimizers of the Hartree-Fock functional. In the third model we formulate the fermion system algebraically via C*-algebras. The question imposed here is to calculate the heat production of the system under the influence of an outer electromagnetic field. We show that the heat production corresponds exactly to what is empirically predicted by Joule's law in the regime of linear response.
Resumo:
This thesis deals with the analytic study of dynamics of Multi--Rotor Unmanned Aerial Vehicles. It is conceived to give a set of mathematical instruments apt to the theoretical study and design of these flying machines. The entire work is organized in analogy with classical academic texts about airplane flight dynamics. First, the non--linear equations of motion are defined and all the external actions are modeled, with particular attention to rotors aerodynamics. All the equations are provided in a form, and with personal expedients, to be directly exploitable in a simulation environment. This has requited an answer to questions like the trim of such mathematical systems. All the treatment is developed aiming at the description of different multi--rotor configurations. Then, the linearized equations of motion are derived. The computation of the stability and control derivatives of the linear model is carried out. The study of static and dynamic stability characteristics is, thus, addressed, showing the influence of the various geometric and aerodynamic parameters of the machine and in particular of the rotors. All the theoretic results are finally utilized in two interesting cases. One concerns the design of control systems for attitude stabilization. The linear model permits the tuning of linear controllers gains and the non--linear model allows the numerical testing. The other case is the study of the performances of an innovative configuration of quad--rotor aircraft. With the non--linear model the feasibility of maneuvers impossible for a traditional quad--rotor is assessed. The linear model is applied to the controllability analysis of such an aircraft in case of actuator block.
Resumo:
In this thesis, the author presents a query language for an RDF (Resource Description Framework) database and discusses its applications in the context of the HELM project (the Hypertextual Electronic Library of Mathematics). This language aims at meeting the main requirements coming from the RDF community. in particular it includes: a human readable textual syntax and a machine-processable XML (Extensible Markup Language) syntax both for queries and for query results, a rigorously exposed formal semantics, a graph-oriented RDF data access model capable of exploring an entire RDF graph (including both RDF Models and RDF Schemata), a full set of Boolean operators to compose the query constraints, fully customizable and highly structured query results having a 4-dimensional geometry, some constructions taken from ordinary programming languages that simplify the formulation of complex queries. The HELM project aims at integrating the modern tools for the automation of formal reasoning with the most recent electronic publishing technologies, in order create and maintain a hypertextual, distributed virtual library of formal mathematical knowledge. In the spirit of the Semantic Web, the documents of this library include RDF metadata describing their structure and content in a machine-understandable form. Using the author's query engine, HELM exploits this information to implement some functionalities allowing the interactive and automatic retrieval of documents on the basis of content-aware requests that take into account the mathematical nature of these documents.
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Zusammenfassung In der vorliegenden Arbeit besch¨aftige ich mich mit Differentialgleichungen von Feynman– Integralen. Ein Feynman–Integral h¨angt von einem Dimensionsparameter D ab und kann f¨ur ganzzahlige Dimension als projektives Integral dargestellt werden. Dies ist die sogenannte Feynman–Parameter Darstellung. In Abh¨angigkeit der Dimension kann ein solches Integral divergieren. Als Funktion in D erh¨alt man eine meromorphe Funktion auf ganz C. Ein divergentes Integral kann also durch eine Laurent–Reihe ersetzt werden und dessen Koeffizienten r¨ucken in das Zentrum des Interesses. Diese Vorgehensweise wird als dimensionale Regularisierung bezeichnet. Alle Terme einer solchen Laurent–Reihe eines Feynman–Integrals sind Perioden im Sinne von Kontsevich und Zagier. Ich beschreibe eine neue Methode zur Berechnung von Differentialgleichungen von Feynman– Integralen. ¨ Ublicherweise verwendet man hierzu die sogenannten ”integration by parts” (IBP)– Identit¨aten. Die neue Methode verwendet die Theorie der Picard–Fuchs–Differentialgleichungen. Im Falle projektiver oder quasi–projektiver Variet¨aten basiert die Berechnung einer solchen Differentialgleichung auf der sogenannten Griffiths–Dwork–Reduktion. Zun¨achst beschreibe ich die Methode f¨ur feste, ganzzahlige Dimension. Nach geeigneter Verschiebung der Dimension erh¨alt man direkt eine Periode und somit eine Picard–Fuchs–Differentialgleichung. Diese ist inhomogen, da das Integrationsgebiet einen Rand besitzt und daher nur einen relativen Zykel darstellt. Mit Hilfe von dimensionalen Rekurrenzrelationen, die auf Tarasov zur¨uckgehen, kann in einem zweiten Schritt die L¨osung in der urspr¨unglichen Dimension bestimmt werden. Ich beschreibe außerdem eine Methode, die auf der Griffiths–Dwork–Reduktion basiert, um die Differentialgleichung direkt f¨ur beliebige Dimension zu berechnen. Diese Methode ist allgemein g¨ultig und erspart Dimensionswechsel. Ein Erfolg der Methode h¨angt von der M¨oglichkeit ab, große Systeme von linearen Gleichungen zu l¨osen. Ich gebe Beispiele von Integralen von Graphen mit zwei und drei Schleifen. Tarasov gibt eine Basis von Integralen an, die Graphen mit zwei Schleifen und zwei externen Kanten bestimmen. Ich bestimme Differentialgleichungen der Integrale dieser Basis. Als wichtigstes Beispiel berechne ich die Differentialgleichung des sogenannten Sunrise–Graphen mit zwei Schleifen im allgemeinen Fall beliebiger Massen. Diese ist f¨ur spezielle Werte von D eine inhomogene Picard–Fuchs–Gleichung einer Familie elliptischer Kurven. Der Sunrise–Graph ist besonders interessant, weil eine analytische L¨osung erst mit dieser Methode gefunden werden konnte, und weil dies der einfachste Graph ist, dessen Master–Integrale nicht durch Polylogarithmen gegeben sind. Ich gebe außerdem ein Beispiel eines Graphen mit drei Schleifen. Hier taucht die Picard–Fuchs–Gleichung einer Familie von K3–Fl¨achen auf.
Resumo:
In der vorliegenden Arbeit wird die Variation abgeschlossener Unterräume eines Hilbertraumes untersucht, die mit isolierten Komponenten der Spektren von selbstadjungierten Operatoren unter beschränkten additiven Störungen assoziiert sind. Von besonderem Interesse ist hierbei die am wenigsten restriktive Bedingung an die Norm der Störung, die sicherstellt, dass die Differenz der zugehörigen orthogonalen Projektionen eine strikte Normkontraktion darstellt. Es wird ein Überblick über die bisher erzielten Resultate gegeben. Basierend auf einem Iterationsansatz wird eine allgemeine Schranke an die Variation der Unterräume für Störungen erzielt, die glatt von einem reellen Parameter abhängen. Durch Einführung eines Kopplungsparameters wird das Ergebnis auf den Fall additiver Störungen angewendet. Auf diese Weise werden zuvor bekannte Ergebnisse verbessert. Im Falle von additiven Störungen werden die Schranken an die Variation der Unterräume durch ein Optimierungsverfahren für die Stützstellen im Iterationsansatz weiter verschärft. Die zugehörigen Ergebnisse sind die besten, die bis zum jetzigen Zeitpunkt erzielt wurden.
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The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with real coefficients not necessarily self-adjoint. The thesis is divided into three chapters. In the first chapter we study the Brownian motion and some of its main properties, the stochastic processes, the stochastic integral and the Itô formula in order to finally arrive, in the last section, at the proof of the Feynman-Kac formula. The second chapter is devoted to the probabilistic approach to the semigroups theory and it is here that we introduce Markov and Feller semigroups. Special emphasis is given to the Feller semigroup associated with the Brownian motion. The third and last chapter is divided into two sections. In the first one we present the abstract characterization of the principal eigenvalue of the infinitesimal generator of a semigroup of operators acting on continuous functions over a compact metric space. In the second section this approach is used to study the principal eigenvalue of elliptic partial differential operators with real coefficients. At the end, in the appendix, we gather some of the technical results used in the thesis in more details. Appendix A is devoted to the Sion minimax theorem, while in appendix B we prove the Chernoff product formula for not necessarily self-adjoint operators.
Resumo:
We hypothesized that network analysis is useful to expose coordination between whole body and myocellular levels of energy metabolism and can identify entities that underlie skeletal muscle's contribution to growth hormone-stimulated lipid handling and metabolic fitness. We assessed 112 metabolic parameters characterizing metabolic rate and substrate handling in tibialis anterior muscle and vascular compartment at rest, after a meal and exercise with growth hormone replacement therapy (GH-RT) of hypopituitary patients (n = 11). The topology of linear relationships (| r | ≥ 0.7, P ≤ 0.01) and mutual dependencies exposed the organization of metabolic relationships in three entities reflecting basal and exercise-induced metabolic rate, triglyceride handling, and substrate utilization in the pre- and postprandial state, respectively. GH-RT improved aerobic performance (+5%), lean-to-fat mass (+19%), and muscle area of tibialis anterior (+2%) but did not alter its mitochondrial and capillary content. Concomitantly, connectivity was established between myocellular parameters of mitochondrial lipid metabolism and meal-induced triglyceride handling in serum. This was mediated via the recruitment of transcripts of muscle lipid mobilization (LIPE, FABP3, and FABP4) and fatty acid-sensitive transcription factors (PPARA, PPARG) to the metabolic network. The interdependence of gene regulatory elements of muscle lipid metabolism reflected the norm in healthy subjects (n = 12) and distinguished the regulation of the mitochondrial respiration factor COX1 by GH and endurance exercise. Our observations validate the use of network analysis for systems medicine and highlight the notion that an improved stochiometry between muscle and whole body lipid metabolism, rather than alterations of single bottlenecks, contributes to GH-driven elevations in metabolic fitness.
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Currently, a variety of linear and nonlinear measures is in use to investigate spatiotemporal interrelation patterns of multivariate time series. Whereas the former are by definition insensitive to nonlinear effects, the latter detect both nonlinear and linear interrelation. In the present contribution we employ a uniform surrogate-based approach, which is capable of disentangling interrelations that significantly exceed random effects and interrelations that significantly exceed linear correlation. The bivariate version of the proposed framework is explored using a simple model allowing for separate tuning of coupling and nonlinearity of interrelation. To demonstrate applicability of the approach to multivariate real-world time series we investigate resting state functional magnetic resonance imaging (rsfMRI) data of two healthy subjects as well as intracranial electroencephalograms (iEEG) of two epilepsy patients with focal onset seizures. The main findings are that for our rsfMRI data interrelations can be described by linear cross-correlation. Rejection of the null hypothesis of linear iEEG interrelation occurs predominantly for epileptogenic tissue as well as during epileptic seizures.
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Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed modesl and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. Linear functions or the resulting "rotated" residuals are used to construct an empirical cumulative distribution function (ECDF), whose stochastic limit is characterized. We describe a resampling technique that serves as a computationally efficient parametric bootstrap for generating representatives of the stochastic limit of the ECDF. Through functionals, such representatives are used to construct global tests for the hypothesis of normal margional errors. In addition, we demonstrate that the ECDF of the predicted random effects, as described by Lange and Ryan (1989), can be formulated as a special case of our approach. Thus, our method supports both omnibus and directed tests. Our method works well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series).