Mass transhipment problems and ideal metrics

From MaRDI portal
Publication:5201960

DOI10.1080/01630569108816452zbMath0725.60002OpenAlexW2057901548MaRDI QIDQ5201960

Svetlozar T. Rachev

Publication date: 1991

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569108816452



Related Items

Improvements in the Poisson approximation of mixed Poisson distributions, Stability of Bayesian decisions. (With discussion), Applications of cut polyhedra. II, Mean rates of convergence of empirical measures in the Wasserstein metric, On the rate of convergence in the martingale CLT, The Kantorovich metric for probability measures on the circle, Limit theorems for recursive algorithms, Mass-transshipment problems and ideal metrics, A bivariate limiting distribution of tumor latency time, Simultaneous time and chance discretization for stochastic differential equations, Properties of stationary solutions of a generalized Tjon-Wu equation, Rate-of-convergence in the multivariate max-stable limit theorem, Wasserstein kernels for one-dimensional diffusion problems, SIMPLE CONTINUITY INEQUALITIES FOR RUIN PROBABILITY IN THE CLASSICAL RISK MODEL, Free energy and the Fokker-Planck equation, On Bayesian robustness with the \(\varepsilon\)-contamination class of priors, On \(c\)-optimal random variables, On the monotonicity of optimal transportation plans, Perspectives of Monge properties in optimization, Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions, Distances on probability measures and random variables, Weak convergence of nonadditive measures based on nonlinear integral functionals, Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part, Global weak solutions to the cometary flow equation with a self-generated electric field, Qualitative and infinitesimal robustness of tail-dependent statistical functionals, Lipschitz continuous processes for given marginals., An application of the Kantorovich-Rubinstein maximum principle in the theory of the Tjon-Wu equation, A numerical method for some stochastic differential equations with multiplicative noise, On the consistency of the mass transfer problem, Normal approximation for strong demimartingales, A note on scenario reduction for two-stage stochastic programs, The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach, Skorohod problems with nonsmooth boundary conditions, Applications of geometric moment theory related to optimal portfolio management, On the \(n\)-coupling problem, Sharp constants in the Poisson approximation, Convergence of two-dimensional branching recursions, Fuzzy Prokhorov metric on the set of probability measures, The spread of AIDS among interactive transmission groups, A steady-state model for the spread of HIV among drug users, A behavioural pseudometric for probabilistic transition systems, On minimum Kantorovich distance estimators, On the stop-loss and total variation distances between random sums, A stochastic model of radiation carcinogenesis: Latent time distributions and their properties, Departure from normality of increasing-dimension martingales, Estimates of stability of geometric convolutions, Asymptotically optimal weighted numerical integration, Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law, Multivariate comonotonicity, Construction of probability metrics on classes of investors, Optimal solution of a Monge-Kantorovitch transportation problem, Local prelimit theorems and their applications to finance, \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\), A variational principle for the Kramers equation with unbounded external forces, Random motions, classes of ergodic Markov chains and beta distributions, Test of association between multivariate stable vectors., Safety-first analysis and stable Paretian approach to portfolio choice theory, Variable selection and pattern recognition with gene expression data generated by the microarray technology, A nonlinear version of the Kantorovich-Rubinstein maximum principle, Asymptotic stability of some nonlinear Boltzmann-type equations, Hypercontractivity of Hamilton-Jacobi equations.



Cites Work