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Mass Transportation Problems

Volume 1: Theory

Language EnglishEnglish
Book Paperback
Book Mass Transportation Problems Svetlozar T. Rachev
Libristo code: 02254219
Publishers Springer-Verlag New York Inc., July 2013
The first comprehensive account of the theory of mass transportation problems and its applications.... Full description
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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.

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About the book

Full name Mass Transportation Problems
Author Svetlozar T. Rachev, Ludger Rüschendorf
Language English
Binding Book - Paperback
Date of issue 2013
Number of pages 508
EAN 9781475785258
ISBN 1475785259
Libristo code 02254219
Publishers Springer-Verlag New York Inc.
Weight 819
Dimensions 155 x 235 x 29

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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