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Probability and Its Applications

Mass Transportation Problems

Applications

Authors: Rachev, Svetlozar T., Rüschendorf, Ludger

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  • ISBN 978-0-387-22756-6
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About this book

This is the first comprehensive account of the theory of mass transportation problems and its applications. In volume I, the authors systematically develop the theory of mass transportation with emphasis to the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems, and their various extensions. They discuss a variety of different approaches towards solutions of 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 to the mass transportation and mass transshipment problems to topics in applied probability, theory of moments and distributions with given marginals, queucing theory, risk theory of probability metrics and its applications to various fields, amoung them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations, stochastic algorithms and rounding problems. The book will be useful to graduate students and researchers in the fields of theoretical and applied probabilitry, operations research, computer science, and mathematical economics. The prerequisites for this book are graduate level probability theory and real and functional analysis.

Table of contents (4 chapters)

  • Modifications of the Monge-Kantorovich Problems: Transportation Problems with Relaxed or Additional Constraints

    Pages 1-84

  • Application of Kantorovich-Type Metrics to Various Probabilistic-Type Limit Theorems

    Pages 85-189

  • Mass Transportation Problems and Recursive Stochastic Equations

    Pages 191-275

  • Stochastic Differential Equations and Empirical Measures

    Pages 277-350

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-0-387-22756-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $189.00
price for USA
  • ISBN 978-0-387-98352-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $189.00
price for USA
  • ISBN 978-1-4757-8087-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Mass Transportation Problems
Book Subtitle
Applications
Authors
Series Title
Probability and Its Applications
Copyright
1998
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-0-387-22756-6
DOI
10.1007/b98894
Hardcover ISBN
978-0-387-98352-3
Softcover ISBN
978-1-4757-8087-1
Series ISSN
1431-7028
Edition Number
1
Number of Pages
XXVI, 430
Topics