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Argmax over Continuous Indices of Random Variables - An Approach Using Random Fields
Stockholm University, Faculty of Science, Department of Mathematics.
(English)Manuscript (preprint) (Other academic)
Keyword [en]
Argmax distribution, commuting, extreme value theory, exponential offers, marked point processes, max field.
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:su:diva-90157OAI: oai:DiVA.org:su-90157DiVA, id: diva2:623284
Available from: 2013-05-27 Created: 2013-05-27 Last updated: 2018-02-20Bibliographically approved
In thesis
1. Random Choice over a Continuous Set of Options
Open this publication in new window or tab >>Random Choice over a Continuous Set of Options
2013 (English)Licentiate thesis, comprehensive summary (Other academic)
Abstract [en]

Random choice theory has traditionally modeled choices over a -nite number of options. This thesis generalizes the literature by studyingthe limiting behavior of choice models as the number of optionsapproach a continuum.The thesis uses the theory of random elds, extreme value theoryand point processes to calculate this limiting behavior. For a numberof distributional assumptions, we can give analytic expressions forthe limiting probability distribution of the characteristics of the bestchoice. In addition, we also outline a straightforward extension to ourtheory which would signicantly relax the distributional assumptionsneeded to derive analytical results.Some examples from commuting research are discussed to illustratepotential applications of the theory.

Place, publisher, year, edition, pages
Stockholm: Department of Mathematics, Stockholm University, 2013. p. 65
National Category
Probability Theory and Statistics
Identifiers
urn:nbn:se:su:diva-89917 (URN)
Presentation
2013-06-05, Rum 5:306 Matematiska Institutionen, Kräftriket, Stockholm, 15:00 (English)
Supervisors
Available from: 2013-05-22 Created: 2013-05-15 Last updated: 2013-06-03Bibliographically approved

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Citation style
  • apa
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Language
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  • Other locale
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Output format
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