Ebook: Advances in Stochastic Simulation Methods

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.

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Content:
Front Matter....Pages i-xxvi
Front Matter....Pages 1-1
Solving the Nonlinear Algebraic Equations with Monte Carlo Method....Pages 3-15
Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation....Pages 17-28
Estimation Errors for Functionals on Measure Spaces....Pages 29-46
The Multilevel Method of Dependent Tests....Pages 47-61
Algebraic Modelling and Performance Evaluation of Acyclic Fork-Join Queueing Networks....Pages 63-81
Front Matter....Pages 83-83
Analytical Theory of E-optimal Designs for Polynomial Regression....Pages 85-115
Bias Constrained Minimax Robust Designs for Misspecified Regression Models....Pages 117-133
A Comparative Study of MV- and SMV-Optimal Designs for Binary Response Models....Pages 135-151
On the Criteria for Experimental Design in Nonlinear Error-In-Variables Models....Pages 153-163
On Generating and Classifying All qn-m-l Regularly Blocked Factional Designs....Pages 165-176
Locally Optimal Designs in Non-Linear Regression: A Case Study of the Michaelis-Menten Function....Pages 177-188
D-Optimal Designs for Quadratic Regression Models....Pages 189-195
On the Use of Symmetry in Optimal Design of Experiments....Pages 197-203
Front Matter....Pages 205-205
Higher Order Moments of Order Statistics from the Pareto Distribution and Edgeworth Approximate Inference....Pages 207-244
Selecting from Normal Populations the One with the Largest Absolute Mean: Common Unknown Variance Case....Pages 245-282
Conditional Inference for the Parameters of Pareto Distributions when Observed Samples are Progressively Censored....Pages 283-292
Front Matter....Pages 293-302
On Randomizing Estimators in Linear Regression Models....Pages 303-303
Nonstationary Generalized Automata with Periodically Variable Parameters and Their Optimization....Pages 305-314
Front Matter....Pages 315-335
Partially Inversion of Functions for Statistical Modelling of Regulatory Systems....Pages 337-353
Simple Efficient Estimation for Three-Parameter Lognormal Distributions with Applications to Emissions Data and State Traffic Rate Data....Pages 303-303
Back Matter....Pages 355-371
....Pages 373-384