Advances in Stochastic Simulation Methods

1. Front Matter

   Pages i-xxvi

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2. Simulation Models

   1. Front Matter

      Pages 1-1

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   2. Solving the Nonlinear Algebraic Equations with Monte Carlo Method

      • S. Ermakov, I. Kaloshin

      Pages 3-15

   3. Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation

      • Y. N. Kashtanov, I. N. Kuchkova

      Pages 17-28

   4. Estimation Errors for Functionals on Measure Spaces

      • N. Golyandina, V. Nekrutkin

      Pages 29-46

   5. The Multilevel Method of Dependent Tests

      • Stefan Heinrich

      Pages 47-61

   6. Algebraic Modelling and Performance Evaluation of Acyclic Fork-Join Queueing Networks

      • Nikolai K. Krivulin

      Pages 63-81

3. Experimental Designs

   1. Front Matter

      Pages 83-83

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   2. Analytical Theory of E-optimal Designs for Polynomial Regression

      • V. B. Melas

      Pages 85-115

   3. Bias Constrained Minimax Robust Designs for Misspecified Regression Models

      • Douglas P. Wiens

      Pages 117-133

   4. A Comparative Study of MV- and SMV-Optimal Designs for Binary Response Models

      • J. López-Fidalgo, W. K. Wong

      Pages 135-151

   5. On the Criteria for Experimental Design in Nonlinear Error-In-Variables Models

      • Silvelyn Zwanzig

      Pages 153-163

   6. On Generating and Classifying All qn-m-l Regularly Blocked Factional Designs

      • P. J. Laycock, P. J. Rowley

      Pages 165-176

   7. Locally Optimal Designs in Non-Linear Regression: A Case Study of the Michaelis-Menten Function

      • E. P. J. Boer, D. A. M. K. Rasch, E. M. T. Hendrix

      Pages 177-188

   8. D-Optimal Designs for Quadratic Regression Models

      • E. E. M. van Berkum, B. Pauwels, P. M. Upperman

      Pages 189-195

   9. On the Use of Symmetry in Optimal Design of Experiments

      • Vladimir Soloviov

      Pages 197-203

4. Statistical Inference

   1. Front Matter

      Pages 205-205

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   2. Higher Order Moments of Order Statistics from the Pareto Distribution and Edgeworth Approximate Inference

      • Aaron Childs, K. S. Sultan, N. Balakrishnan

      Pages 207-244

   3. Higher Order Moments of Order Statistics From the Power Function Distribution and Edgeworth Approximate Inference

      • K. S. Sultan, Aaron Childs, N. Balakrishnan

      Pages 245-282

   4. Selecting from Normal Populations the One with the Largest Absolute Mean: Common Unknown Variance Case

      • S. Jeyaratnam, S. Panchapakesan

      Pages 283-292

This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June 28-July 3, 1998. The Workshop is a regular international event devoted to mathematical problems of simulation and applied statistics organized by the Department of Stochastic Simulation at St. Petersburg State University in cooperation with INFORMS College on Simulation (USA). Its main purpose is to exchange ideas between researchers from Russia and from the West as well as from other coun­ tries throughout the World. The 1st Workshop was held during May 24-28, 1994, and the 2nd workshop was held during June 18-21, 1996. The selected proceedings of the 2nd Workshop was published as a special issue of the Journal of Statistical Planning and Inference. Russian mathematical tradition has been formed by such genius as Tchebysh­ eff, Markov and Kolmogorov whose ideas have formed the basis for contempo­ rary probabilistic models. However, for many decades now, Russian scholars have been isolated from their colleagues in the West and as a result their mathe­ matical contributions have not been widely known. One of the primary reasons for these workshops is to bring the contributions of Russian scholars into lime­ light and we sincerely hope that this volume helps in this specific purpose.

• Estimator
• Monte Carlo
• Regression
• algorithm
• algorithms
• applied stochastics
• experimental design
• linear algebra
• linear regression
• modeling
• optimization
• simulation
• statistics

• Department of Mathematics and Statistics, McMaster University, Hamilton, Canada

  N. Balakrishnan

• Faculty of Mathematics and Mechanics, St. Petersburg State University, St. Petersburg, Russia

  V. B. Melas, S. Ermakov

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