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| Product Details 基本信息 | |
ISBN-13 书号 | 9780387983509 |
Author 作者 | Svetlozar T. Rachev,LudgerRuschendorf |
Format 版本 | 精装 |
Pages Number 页数 | 565页 |
Publisher 出版社 | Springer-Verlag New YorkInc. |
Publication Date 出版日期 | 1998年3月24日 |
Product Dimensions 商品尺寸 | 15.6 x 3 x 23.4 cm |
Shipping Weight 商品重量 | 930 g |
Language 语种 | 英语 |
Book Contents 内容简介
The first comprehensive account of the theory of masstransportation problems and its applications. In Volume I, theauthors systematically develop the theory with emphasis on theMonge-Kantorovich mass transportation and theKantorovich-Rubinstein mass transshipment problems. They thendiscuss a variety of different approaches towards solving theseproblems and exploit the rich interrelations to severalmathematical sciences - from functional analysis to probabilitytheory and mathematical economics. The second volume is devoted toapplications of the above problems to topics in appliedprobability, theory of moments and distributions with givenmarginals, queuing theory, risk theory of probability metrics andits applications to various fields, among them general limittheorems for Gaussian and non-Gaussian limiting laws, stochasticdifferential equations and algorithms, and rounding problems.Useful to graduates and researchers in theoretical and appliedprobability, operations research, computer science, andmathematical economics, the prerequisites for this book aregraduate level probability theory and real and functionalanalysis.
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