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Mass Transportation Problems

Volume II: Applications

  • Svetlozar T. Rachev
  • Ludger Rüschendorf

Part of the Probability and its Applications book series (PIA)

About this book

Introduction

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.

Keywords

Maß Moment Probability theory algorithms functional analysis operations research queueing theory stochastic differential equation stochastic equation

Authors and affiliations

  • Svetlozar T. Rachev
    • 1
  • Ludger Rüschendorf
    • 2
  1. 1.Department of StatisticsUniversity of CaliforniaSanta BarbaraUSA
  2. 2.Institut für Mathematische StochastikUniversity of FreiburgFreiburgGermany

Bibliographic information

  • DOI https://doi.org/10.1007/b98894
  • Copyright Information Applied Probability Trust 1998
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-98352-3
  • Online ISBN 978-0-387-22756-6
  • Series Print ISSN 1431-7028
  • Buy this book on publisher's site