Mass transportation problems: 2 Applications
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
1998
|
| Schriftenreihe: | Probability and its applications series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XXV, 430 S. |
| ISBN: | 038798352X 9781475780871 |
Internformat
MARC
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| 100 | 1 | |a Račev, Svetlozar T. |d 1951- |e Verfasser |0 (DE-588)12022979X |4 aut | |
| 245 | 1 | 0 | |a Mass transportation problems |n 2 |p Applications |c Svetlozar T. Rachev ; Ludger Rüschendorf |
| 264 | 1 | |a New York [u.a.] |b Springer |c 1998 | |
| 300 | |a XXV, 430 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 0 | |a Probability and its applications series | |
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| 689 | 0 | 1 | |a Optimierung |0 (DE-588)4043664-0 |D s |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-008081683 | ||
Datensatz im Suchindex
| _version_ | 1804126540985794560 |
|---|---|
| adam_text | Contents
to
Volume
II
Preface to Volume II
vii
Preface to Volume I
xi
7
Relaxed or Additional Constraints
1
7.1
Mass Transportation Problem
with Relaxed Marginal Constraints
............. 2
7.2
Fixed Sum of the Marginals
................. 10
7.3
Mass Transportation Problems
with Capacity Constraints
.................. 17
7.4
Local Bounds for the Transportation Plans
........ 36
7.5
Closeness of Measure
on a Finite Number of Directions
.............. 42
7.6
Moment Problems of Stochastic Processes
and Rounding Problems
................... 52
7.6.1
Moment Problems and Kantorovich Radius
........ 54
7.6.2
Moment Problems Related to Rounding Proportions
... 57
7.6.3
Closeness of Random Processes
with Fixed Moment Characteristics
............. 62
7.6.4
Approximation of Queueing Systems
with Prescribed Moments
.................. 71
7.6.5
Rounding Random Numbers with Fixed Moments
..... 80
xx Contents
to
Volume
II
8
Probabilistic-Type
Limit Theorems 85
8.1 Rate
of Convergence in the CLT
with Respect to Kantorovich Metric
............ 85
8.2
Application to Stable Limit Theorems
........... 102
8.3
Summability Methods, Compound
Poisson
Approximation
126
8.4
Operator-Stable Limit Theorems
.............. 131
8.5
Proofs of the Rate of Convergence Results
......... 153
8.6
Ideal Metrics in the Problem of Rounding
......... 178
9
Mass Transportation Problems
and Recursive Stochastic Equations
191
9.1
Recursive Algorithms and Contraction
of Transformations
...................... 191
9.2
Convergence of Recursive Algorithms
............ 204
9.2.1
Learning Algorithm
...................... 204
9.2.2
Branching-Type Recursion
.................. 206
9.2.3
Limiting Distribution of the Collision Resolution
Interval
............................ 220
9.2.4
Quicksort
........................... 229
9.2.5
Limiting Behavior of Random Maxima
........... 231
9.2.6
Random Recursion Arising in Probabilistic Modeling:
Limit Laws
.......................... 236
9.2.7
Random Recursion Arising in Probabilistic Modeling:
Rate of Convergence
..................... 248
9.3
Extensions of the Contraction Method
........... 254
9.3.1
The Number of Inversions of a Random Permutation
. . . 254
9.3.2
The Number of Records
................... 257
9.3.3
Unsuccessful Searching in Binary Search Trees
...... 260
9.3.4
Successful Searching in Binary Search Trees
........ 263
9.3.5
A Random Search Algorithm
................ 269
9.3.6
Bucket Algorithm
...................... 272
10
Stochastic Differential Equations
and Empirical Measures
277
10.1
Propagation of Chaos and Contraction
of Stochastic Mappings
.................... 277
10.1.1
Introduction
.......................... 277
Contents
to
Volume
II
xxi
10.1.2
Equations with
p-Norm
Interacting Drifts
......... 279
10.1.3
A Random Number of Particles
.............. 290
10.1.4
pth Mean Interactions in Time: A Non-Markovian Case
. 293
10.1.5
Minimal Mean Interactions in Time
............ 307
10.1.6
Interactions with a Normalized Variation of the Neighbors:
Relaxed Lipschitz Conditions
................ 308
10.2
Rates of Convergence
in the Kantorovich Metric
.................. 322
10.3
Stochastic Differential Equations
.............. 332
References
351
Abbreviations
395
Symbols
397
Index
409
|
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| author | Račev, Svetlozar T. 1951- Rüschendorf, Ludger 1948- |
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| author_role | aut aut |
| author_sort | Račev, Svetlozar T. 1951- |
| author_variant | s t r st str l r lr |
| building | Verbundindex |
| bvnumber | BV011953294 |
| classification_rvk | QH 462 SK 800 SK 870 |
| ctrlnum | (OCoLC)75843046 (DE-599)BVBBV011953294 |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV011953294 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:19:05Z |
| institution | BVB |
| isbn | 038798352X 9781475780871 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008081683 |
| oclc_num | 75843046 |
| open_access_boolean | |
| owner | DE-739 DE-20 DE-703 DE-384 DE-824 DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-521 DE-355 DE-BY-UBR DE-634 DE-11 DE-29T |
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| physical | XXV, 430 S. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Springer |
| record_format | marc |
| series2 | Probability and its applications series |
| spelling | Račev, Svetlozar T. 1951- Verfasser (DE-588)12022979X aut Mass transportation problems 2 Applications Svetlozar T. Rachev ; Ludger Rüschendorf New York [u.a.] Springer 1998 XXV, 430 S. txt rdacontent n rdamedia nc rdacarrier Probability and its applications series Hier auch später erschienene, unveränderte Nachdrucke Stoffübertragung (DE-588)4057696-6 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf Transportproblem (DE-588)4060694-6 gnd rswk-swf Transportproblem (DE-588)4060694-6 s Optimierung (DE-588)4043664-0 s Stoffübertragung (DE-588)4057696-6 s DE-604 Rüschendorf, Ludger 1948- Verfasser (DE-588)10867472X aut (DE-604)BV011953286 2 Erscheint auch als Online-Ausgabe 978-0-387-22756-6 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008081683&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Račev, Svetlozar T. 1951- Rüschendorf, Ludger 1948- Mass transportation problems Stoffübertragung (DE-588)4057696-6 gnd Optimierung (DE-588)4043664-0 gnd Transportproblem (DE-588)4060694-6 gnd |
| subject_GND | (DE-588)4057696-6 (DE-588)4043664-0 (DE-588)4060694-6 |
| title | Mass transportation problems |
| title_auth | Mass transportation problems |
| title_exact_search | Mass transportation problems |
| title_full | Mass transportation problems 2 Applications Svetlozar T. Rachev ; Ludger Rüschendorf |
| title_fullStr | Mass transportation problems 2 Applications Svetlozar T. Rachev ; Ludger Rüschendorf |
| title_full_unstemmed | Mass transportation problems 2 Applications Svetlozar T. Rachev ; Ludger Rüschendorf |
| title_short | Mass transportation problems |
| title_sort | mass transportation problems applications |
| topic | Stoffübertragung (DE-588)4057696-6 gnd Optimierung (DE-588)4043664-0 gnd Transportproblem (DE-588)4060694-6 gnd |
| topic_facet | Stoffübertragung Optimierung Transportproblem |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008081683&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV011953286 |
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