Advances in Stochastic Simulation Methods

Balakrishnan, N. (EDT); Melas, Viatcheslav B. (EDT); Ermakov, Sergei M. (EDT)

ISBN 10: 0817641076 / ISBN 13: 9780817641078

Published by Birkhäuser, 2000

About this Item

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Bibliographic Details

• Title: Advances in Stochastic Simulation Methods
• Publisher: Birkhäuser
• Publication Date: 2000
• Language: English
• ISBN 10: 0817641076
• ISBN 13: 9780817641078
• Binding: Hardcover
• Condition: As New

About this title

Synopsis

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.