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Advances in Stochastic Simulation Methods

Advances in Stochastic Simulation Methods
Catalogue Information
Field name Details
Dewey Class 519.2
Title Advances in Stochastic Simulation Methods ([EBook] /) / edited by N. Balakrishnan, V. B. Melas, S. Ermakov.
Added Personal Name Balakrishnan, N. editor.
Melas, V. B. editor.
Ermakov, S. editor.
Other name(s) SpringerLink (Online service)
Publication Boston, MA : : Birkhäuser Boston : : Imprint: Birkhäuser, , 2000.
Physical Details XXVI, 386 p. : online resource.
Series Statistics for Industry and Technology
ISBN 9781461213185
Summary Note 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.:
Contents note I: Simulation Models -- 1 Solving the Nonlinear Algebraic Equations with Monte Carlo Method -- 2 Monte Carlo Algorithms For Neumann Boundary Value Problem Using Fredholm Representation -- 3 Estimation Errors for Functionals on Measure Spaces -- 4 The Multilevel Method of Dependent Tests -- 5 Algebraic Modelling and Performance Evaluation of Acyclic Fork-Join Queueing Networks -- II: Experimental Designs -- 6 Analytical Theory of E-Optimal Designs for Polynomial Regression -- 7 Bias Constrained Minimax Robust Designs for Misspecified Regression Models -- 8 A Comparative Study of MV- and SMV-Optimal Designs for Binary Response Models -- 9 On the Criteria for Experimental Design in Nonlinear Error-In-Variables Models -- 10 On Generating and Classifying all q71-m-1Regularly Blocked Factional Designs -- 11 Locally Optimal Designs in Non-Linear Regression: A Case Study of the Michaelis-Menten Function -- 12 D-Optimal Designs for Quadratic Regression Models -- 13 On the Use of Symmetry in Optimal Design of Experiments -- III: Statistical Inference -- 14 Higher Order Moments of Order Statistics from the Pareto Distribution and Edgeworth Approximate Inference -- 15 Higher Order Moments of Order Statistics from the Power Function Distribution and Edgeworth Approximate Inference -- 16 Selecting from Normal Populations the One with the Largest Absolute Mean: Comon Unknown Variance Case -- 17 Conditional Inference for the Parameters of Pareto Distributions when Observed Samples are Progressively Censored -- IV: Applied Statistics and Related Topics -- 18 On Randomizing Estimators in Linear Regression Models -- 19 Nonstationary Generalized Automata with Periodically Variable Parameters and Their Optimization -- 20 Power of Some Asymptotic Tests for Maximum Entropy -- 21 Partially Inversion of Functions for Statistical Modelling of Regulatory Systems -- 22 Simple Efficient Estimation for Three-Parameter Lognormal Distributions with pplications to Emissions Data and State Traffic Rate Data.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-1-4612-1318-5
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