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© 1998

Mass Transportation Problems

Volume II: Applications

Book
  • 2.4k Downloads

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

  1. 1.Department of StatisticsUniversity of CaliforniaSanta BarbaraUSA
  2. 2.Institut für Mathematische StochastikUniversity of FreiburgFreiburgGermany

Bibliographic information

  • Book Title Mass Transportation Problems
  • Book Subtitle Volume II: Applications
  • Authors Svetlozar T. Rachev
    Ludger Rüschendorf
  • Series Title Probability and its Applications
  • DOI https://doi.org/10.1007/b98894
  • Copyright Information Applied Probability Trust 1998
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Hardcover ISBN 978-0-387-98352-3
  • Softcover ISBN 978-1-4757-8087-1
  • eBook ISBN 978-0-387-22756-6
  • Series ISSN 1431-7028
  • Edition Number 1
  • Number of Pages XXVI, 430
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Statistics, general
    Probability Theory and Stochastic Processes
  • Buy this book on publisher's site