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Mass Transportation Problems

Applications

  • Book
  • © 1998

Overview

Authors:
  1. Svetlozar T. Rachev

    1. Department of Statistics, University of California, Santa Barbara, USA

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  2. Ludger Rüschendorf

    1. Institut für Mathematische Stochastik, University of Freiburg, Freiburg, Germany

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    You can also search for this author in PubMed   Google Scholar

  • First comprehensive account of the theory of mass transportation problems and its applications.
  • The authors discuss a variety of different approaches and exploit the rich interrelations to several mathematical sciencesfrom functional analysis to probability theory and mathematical economics.
  • Useful to those in theoretical and applied probability, operations research, computer science, and mathematical economics.
  • The two volumes will prove to be the authoritative reference in the field.

Part of the book series: Probability and Its Applications (PIA)

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Table of contents (4 chapters)

  1. Front Matter

    Pages i-xxv
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  2. Modifications of the Monge-Kantorovich Problems: Transportation Problems with Relaxed or Additional Constraints

    Pages 1-84

  3. Application of Kantorovich-Type Metrics to Various Probabilistic-Type Limit Theorems

    Pages 85-189

  4. Mass Transportation Problems and Recursive Stochastic Equations

    Pages 191-275

  5. Stochastic Differential Equations and Empirical Measures

    Pages 277-350

  6. Back Matter

    Pages 351-430
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Keywords

About this book

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.

Authors and Affiliations

  • Department of Statistics, University of California, Santa Barbara, USA

    Svetlozar T. Rachev

  • Institut für Mathematische Stochastik, University of Freiburg, Freiburg, Germany

    Ludger Rüschendorf

Bibliographic Information

  • Book Title: Mass Transportation Problems

  • Book Subtitle: Applications

  • Authors: Svetlozar T. Rachev, Ludger Rüschendorf

  • Series Title: Probability and Its Applications

  • DOI: https://doi.org/10.1007/b98894

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1998

  • Hardcover ISBN: 978-0-387-98352-3Published: 24 March 1998

  • Softcover ISBN: 978-1-4757-8087-1Published: 17 August 2013

  • eBook ISBN: 978-0-387-22756-6Published: 09 May 2006

  • Series ISSN: 1431-7028

  • Edition Number: 1

  • Number of Pages: XXVI, 430

  • Topics: Statistics, general, Probability Theory and Stochastic Processes

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