Mass Transportation Problems: Theory: Volume 1: Theory - Rilegato

Rachev, S. T.; Ruschendorf, Ludger

Rilegato

ISBN 10: 0387983503 ISBN 13: 9780387983509

Casa editrice: Springer Verlag, 1998

Riassunto

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.

Su questo libro

Contenuti:

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.

Product Description:

Book by Rachev Svetlozar T Ruschendorf Ludger

Su questa edizione

• Editore: Springer Verlag
• Data di pubblicazione: 1998
• ISBN 10: 0387983503
• ISBN 13: 9780387983509
• Rilegatura: Copertina rigida
• Numero di pagine: 508