Mass Transportation Problems: Applications (002) - Rilegato

Rachev, S. T.; Ruschendorf, Ludger

 
9780387983523: Mass Transportation Problems: Applications (002)
Rilegato
ISBN 10: 038798352X ISBN 13: 9780387983523
Casa editrice: Springer Nature, 1998

Sinossi

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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Contenuti

Modifications of the Monge-Kantorovich Problems: Transportation Problems with Relaxed or Additional Constraints.- Application of Kantorovich-Type Metrics to Various Probabilistic-Type Limit Theorems.- Mass Transportation Problems and Recursive Stochastic Equations.- Stochastic Differential Equations and Empirical Measures.

Product Description

Book by Rachev Svetlozar T Ruschendorf Ludger

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Nature
Data di pubblicazione
1998
Lingua
Inglese
ISBN 10 
038798352X
ISBN 13 
9780387983523
Rilegatura
Copertina rigida
Numero di pagine
430
Contatto del produttore
non disponibile
Persona responsabile
non disponibile