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.

Mass Transportation Problems: Applications (Probability and Its Applications)

Science & Math

Rüschendorf, Ludger

Rachev, Svetlozar T. T.

Mathematics

Springer

Mass Transportation Problems: Volume 1: Theory (Probability and Its Applications)

The Methods of Distances in the Theory of Probability and Statistics

This book covers the method of metric distances and its application in probability theory and other fields. Its presentation offers specific cases as they arise in the process of finding supplementary bounds or in applications to important special cases.

Fabozzi, Frank

Stoyanov, Stoyan V.

Klebanov, Lev

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Books by Rachev, Svetlozar T. T.