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Random Choice over a Continuous Set of Options
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-2378-4966
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: urn:nbn:se:su:diva-89917OAI: oai:DiVA.org:su-89917DiVA, id: diva2:621587
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: 2022-02-24Bibliographically approved
List of papers
1. Argmax over Continuous Indices of Random Variables - An Approach Using Random Fields
Open this publication in new window or tab >>Argmax over Continuous Indices of Random Variables - An Approach Using Random Fields
(English)Manuscript (preprint) (Other academic)
Keywords
Argmax distribution, commuting, extreme value theory, exponential offers, marked point processes, max field.
National Category
Probability Theory and Statistics
Identifiers
urn:nbn:se:su:diva-90157 (URN)
Available from: 2013-05-27 Created: 2013-05-27 Last updated: 2022-02-24Bibliographically approved
2. Extremal Behaviour, Weak Convergence and Argmax Theory for a Class of Non-Stationary Marked Point Processes
Open this publication in new window or tab >>Extremal Behaviour, Weak Convergence and Argmax Theory for a Class of Non-Stationary Marked Point Processes
(English)Manuscript (preprint) (Other academic)
National Category
Probability Theory and Statistics
Identifiers
urn:nbn:se:su:diva-90159 (URN)
Available from: 2013-05-27 Created: 2013-05-27 Last updated: 2022-02-24Bibliographically approved

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf