Mass Transportation Problems, Volume II, Table of Contents
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Contents to Volume II | |||||
Preface to Volume II | vii | ||||
Preface to Volume I | xi | ||||
7 | Relaxed or Additional Constraints | 1 | |||
7.1 | Mass Transportation Problem | 2 | |||
7.2 | Fixed Sum of the Marginals | 10 | |||
7.3 | Mass nansportation Problems with Capacity Constraints | 17 | |||
7.4 | Local Bounds for the Uansportation Plans | 36 | |||
7.5 | Closeness of Measure on a Finite Number of Directions | 42 | |||
7.6 | Moment Problems of Stochastic Processes and Rounding Problems | 52 | |||
7.6.1 | Moment Problems and Kantorovich Radius | 54 | |||
7.6.2 | Moment Problems Related to Rounding Proportions | 57 | |||
7.6.3 | Closeness of Random Processes with Fixed Moment Characteristics | 62 | |||
7.6.4 | Approximation of Queueing Systems with Prescribed Moments | 71 | |||
7.6.5 | Rounding Random Numbers with Fixed Moments | 80 | |||
8 | Probabilistic-Type Limit Theorems | 85 | |||
8.1 | Rate of Convergence in the CLT with Respect to Kantorovich Metric | 85 | |||
8.2 | Application to Stable Limit Theorems | 102 | |||
8.3 | Summability Methods, Compound Poisson Approximation | 126 | |||
8.4 | Operator-Stable Limit Theorems | 131 | |||
8.5 | Proofs of the Rate of Convergence Results | 153 | |||
8.6 | Ideal Metrics in the Problem of Rounding | 178 | |||
9 | Mass Uansportation Problems and Recursive Stochastic Equations | 191 | |||
9.1 | Recursive Algorithms and Contraction of Transformations | 191 | |||
9.2 | Convergence of Recursive Algorithms | 204 | |||
9.2.1 | Learning Algorithm | 204 | |||
9.2.2 | Branching-Type Recursion | 206 | |||
9.2.3 | Limiting Distribution of the Collision Resolution Interval | 220 | |||
9.2.4 | Quicksort | 229 | |||
9.2.5 | Limiting Behavior of Random Maxima | 231 | |||
9.2.6 | Random Recursion Arising in Probabilistic Modeling: Limit Laws | 236 | |||
9.2.7 | Random Recursion Arising in Probabilistic Modeling: Rate of Convergence | 248 | |||
9.3 | Extensions of the Contraction Method | 254 | |||
9.3.1 | The Number of Inversions of a Random Permutation | 254 | |||
9.3.2 | The Number of Records | 257 | |||
9.3.3 | Unsuccessful Searching in Binary Search Trees | 260 | |||
9.3.4 | Successful Searching in Binary Search Trees | 263 | |||
9.3.5 | A Random Search Algorithm | 269 | |||
9.3.6 | Bucket Algorithm | 272 | |||
10 | Stochastic Differential Equations and Empirical Measures | 277 | |||
10.1 | Propagation of Chaos and Contraction of Stochastic Mappings | 277 | |||
10.1.1 | Introduction | 277 | |||
10.1.2 | Equations with p-Norm Interacting Drifts | 279 | |||
10.1.3 | A Random Number of Particles | 290 | |||
10.1.4 | pth Mean Interactions in Time: A Non-Markovian Case | 293 | |||
10.1.5 | Minimal Mean Interactions in Time | 307 | |||
10.1.6 | Interactions with a Normalized Variation of the Neighbors: Relaxed Lipschitz Conditions | 308 | |||
10.2 | Rates of Convergence in the Kantorovich Metric | 322 | |||
10.3 | Stochastic Differential Equations | 332 | |||
References | 351 | ||||
Abbreviations | 395 | ||||
Symbols | 397 | ||||
Index | 409 |