Mass Transportation Problems: Volume II: Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1998
|
| Schriftenreihe: | Probability and its Applications, A Series of the Applied Probability Trust
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems, and their various extensions. They discuss a variety of different approaches towards solutions of these problems and exploit the rich interrelations to several mathematical sciences--from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications to the mass transportation and mass transshipment problems to topics in applied probability, theory of moments and distributions with given marginals, queucing theory, risk theory of probability metrics and its applications to various fields, amoung them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations, stochastic algorithms and rounding problems. The book will be useful to graduate students and researchers in the fields of theoretical and applied probabilitry, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis |
| Beschreibung: | 1 Online-Ressource (XXVI, 430 p) |
| ISBN: | 9780387227566 9780387983523 |
| ISSN: | 1431-7028 |
| DOI: | 10.1007/b98894 |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:04Z |
| institution | BVB |
| isbn | 9780387227566 9780387983523 |
| issn | 1431-7028 |
| language | English |
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| spelling | Rachev, Svetlozar T. Verfasser aut Mass Transportation Problems Volume II: Applications by Svetlozar T. Rachev, Ludger Rüschendorf New York, NY Springer New York 1998 1 Online-Ressource (XXVI, 430 p) txt rdacontent c rdamedia cr rdacarrier Probability and its Applications, A Series of the Applied Probability Trust 1431-7028 This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems, and their various extensions. They discuss a variety of different approaches towards solutions of these problems and exploit the rich interrelations to several mathematical sciences--from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications to the mass transportation and mass transshipment problems to topics in applied probability, theory of moments and distributions with given marginals, queucing theory, risk theory of probability metrics and its applications to various fields, amoung them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations, stochastic algorithms and rounding problems. The book will be useful to graduate students and researchers in the fields of theoretical and applied probabilitry, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Rüschendorf, Ludger Sonstige oth https://doi.org/10.1007/b98894 Verlag Volltext |
| spellingShingle | Rachev, Svetlozar T. Mass Transportation Problems Volume II: Applications Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik |
| title | Mass Transportation Problems Volume II: Applications |
| title_auth | Mass Transportation Problems Volume II: Applications |
| title_exact_search | Mass Transportation Problems Volume II: Applications |
| title_full | Mass Transportation Problems Volume II: Applications by Svetlozar T. Rachev, Ludger Rüschendorf |
| title_fullStr | Mass Transportation Problems Volume II: Applications by Svetlozar T. Rachev, Ludger Rüschendorf |
| title_full_unstemmed | Mass Transportation Problems Volume II: Applications by Svetlozar T. Rachev, Ludger Rüschendorf |
| title_short | Mass Transportation Problems |
| title_sort | mass transportation problems volume ii applications |
| title_sub | Volume II: Applications |
| topic | Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik |
| topic_facet | Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik |
| url | https://doi.org/10.1007/b98894 |
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