Mass Transportation Problems: Volume II: Applications
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Bibliographic Details
Main Author: Rachev, Svetlozar T. (Author)
Format: Electronic eBook
Language:English
Published: New York, NY Springer New York 1998
Series:Probability and its Applications, A Series of the Applied Probability Trust
Subjects:
Online Access:Volltext
Item Description: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
Physical Description:1 Online-Ressource (XXVI, 430 p)
ISBN:9780387227566
9780387983523
ISSN:1431-7028
DOI:10.1007/b98894

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