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Mass Transportation Problems

Applications

Svetlozar T Rachev, Ludger Rüschendorf
Livre broché | Anglais | Probability and Its Applications
167,95 €
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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.

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Parties prenantes

Auteur(s) :
Editeur:

Contenu

Nombre de pages :
430
Langue:
Anglais
Collection :

Caractéristiques

EAN:
9781475780871
Date de parution :
17-08-13
Format:
Livre broché
Format numérique:
Trade paperback (VS)
Dimensions :
156 mm x 234 mm
Poids :
639 g

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