ENGLISH

Mass Transportation Problems: Volume II: Applications (Probability and its Applications)

By Svetlozar T. Rachev Ludger Ruschendorf

Book information

Publisher
Springer
Year
1998
ISBN
9780387227566, 9780387983523, 038798352X
LCC
QA402.6 .R33 1998
Open Library ID
OL687631M
Language
english
Format
PDF
Filesize
2 MB (2386299 bytes)
Series
Probability and its Applications
Edition
1
Pages
457\457
Scanned
yes
Time added
2011-06-04 13:46:07
Математика;Математическая физика

Description

The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving 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 of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.

Similar books