Extended Abstract. Let Xi1 ,..., Xini   ,i=1,2,3,....,k  be independent random samples from distribution $F^{alpha_i}$،  i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and  M'i,ni  respectively, denote the maximum and minimum of the ith sa...

In this paper, we analyze the space D of distributions on the boundary Ω of a tree and its subspace B0, which was introduced in [Amer. J. Math. 124 (2002) 999–1043] in the homogeneous case for the purpose of studying the boundary behavior of polyharmonic functions. We show that if μ ∈ B0, then μ is a measure which is absolutely continuous with respect to the natural probability measure λ on Ω ,...

The absolutely continuous spectrum of an ergodic family of onedimensional Schrödinger operators is completely determined by the Lyapunov exponent as shown by Ishii, Kotani and Pastur. Moreover, the part of the theory developed by Kotani gives powerful tools for proving the absence of absolutely continuous spectrum, the presence of absolutely continuous spectrum, and even the presence of purely ...

We derive the exact probability density function of the maximum of arbitrary absolutely continuous dependent random variables and of absolutely continuous exchangeable random variables. We show this density is related to the family of fundamental skew distributions. In particular, we examine the case where the random variables have an elliptically contoured distribution. We study some particula...

In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of another diffusion which is easy for simulation, and the formula for the density is given explicitly.

We consider unitary analogs of d−dimensional Anderson models on l2(Zd) defined by the product Uω = DωS where S is a deterministic unitary and Dω is a diagonal matrix of i.i.d. random phases. The operator S is an absolutely continuous band matrix which depends on parameters controlling the size of its off-diagonal elements. We adapt the method of Aizenman-Molchanov to get exponential estimates o...