Mass Transportation Problems

Volume 1: Theory

Svetlozar T. Rachev, Ludger Rüschendorf (Autoren)

Buch | Softcover

508 Seiten

2013 | Softcover reprint of the original 1st ed. 1998
Springer-Verlag New York Inc.
978-1-4757-8525-8 (ISBN)

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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.

The Monge-Kantorovich Problem.- Explicit Results for the Monge-Kantorovich Problem.- Duality Theory for Mass Transfer Problems.- Applications of the Duality Theory.- Mass Transshipment Problems and Ideal Metrics.

Reihe/Serie	Probability and Its Applications
Zusatzinfo	XXVI, 508 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	1-4757-8525-9 / 1475785259
ISBN-13	978-1-4757-8525-8 / 9781475785258
Zustand	Neuware