Multivariate extremal processes, leader processes and dynamic choice models

DOI10.2307/1427538zbMATH Open0698.60060OpenAlexW2086671298MaRDI QIDQ3476087FDOQ3476087

Authors: Rishin Roy, Sidney I. Resnick 

Publication date: 1990

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427538

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zbMATH Keywords

bivariate processmaximal utilityMarkov chain with stationary transition probabilitiestime-dependent behavior of a random utility

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Utility theory (91B16)

Cited In (7)

• Super-extremal processes and the argmax process
• A note on the invariance of the distribution of the maximum
• Markov chains generated by maximizing components of multidimensional extremal processes
• Leader and maximum independence for a class of discrete choice models
• Superextremal processes, max-stability and dynamic continuous choice
• On min-stable horse races with infinitely many horses
• Dependence structure of risk factors and diversification effects

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