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The present paper concerns the system ut + [ϕ(u)]x = 0, vt + [ψ(u)v]x = 0 having distributions as initial conditions. Under certain conditions, and supposing ϕ, ψ: ℝ → ℝ functions, we explicitly solve this Cauchy problem within a convenient space of distributions u,v. For this purpose, a consistent extension of the classical solution concept defined in the setting of a distributional product (not constructed by approximation processes) is used. Shock waves, δ-shock waves, and also waves defined by distributions that are not measures are presented explicitly as examples. This study is carried out without assuming classical results about conservation laws. For reader's convenience, a brief survey of the distributional product is also included.
Consider maxima Mn of a sequence of random variables defined on a finite Markov chain. Necessary and sufficient conditions for the existence of normalizing constants Bn such that are given. The problem can be reduced to studying maxima of i.i.d. random variables drawn from a finite product of distributions πi=1mHi(x). The effect of each factor Hi(x) on the behavior of maxima from πi=1mHi is analyzed. Under a mild regularity condition, Bn can be chosen to be the maximum of the m quantiles of order (1 - n-1) of the H's.
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