Proceedings of the 5th Workshop

1. Abakarov A.Sh., Sushkov Yu.A. Global optimization: algorithms and software (1)
2. Abakarov A.Sh., Sushkov Yu.A. The algorithm of adaptive random search for discrete-continuous optimization (7)
3. Abdous B., Berred A., Khoudraji A. On some bivariate tail dependence measures and their estimation(13)
4. Ahsanullah M., Malov S. On characterizations via equivalent distributions properties of records(17)
5. Ahsanullah M., Nadarajah S. On the ratio X/Y for the elliptically symmetric pearson type II distribution(23)
6. Ahsanullah M., Nadarajah S. On product moments of Kibble's bivariate gamma distribution(29)
7. Akhundov I.S., Nevzorov V.B. On the influence of record terms in the addition of independent random variables (33)
8. Alexeyeva N.P., Alexeyev A.O. Synonymy of power gamma- distributions in the statistical model of “muscles” (39)
9. Alexandrov Th., Golyandina N. Automatic extraction and forecast of time series cyclic components within the framework of SSA (45)
10. Alvarez-Andrade S., Balakrishnan N., Bordes L. Homogeneity Tests based on Several Progressively Type-II Censored Samples(51)
11. Aminova I. Weakly regenerative Jackson type networks (57)
12. Andronov A. On Nonparametric Estimation of Expectation for a Function of Random Variables under Dependent Observations (63)
13. Antonov S.V., Ushakov I.A. Prioritizing Rules for Queuing System with One Server and Several User Types(69)
14. Arboretti R., Finos L., Solari A. Multivariate iterated permutation procedures for hypothesis testing in genetics(73)
15. Arsenjev D.G., Ivanov V.M., Berkovsky N.A. Applying semi-statistic method to the problem of streamline over a flat grid of profiles(79)
16. Artalejo J.R., Lopez-Herrero M.J. A discrete-time multiserver retrial queue: Performance analysis and simulation(85)
17. Artemiev S.S. Parametrical analysis of price of financial instruments and trade algorithms by Monte Carlo method (91)
18. Atencia I., Moreno P. A discrete-time retrial queue with exhaustive vacations (95)
19. Atkinson A.C. Optimum Design for Binomial and Gamma Response Surfaces(101)
20. Averina T.A. Numerical solution to SDEs systems with a Poisson component (107)
21. Balakrishnan N., Stepanov A. On the Fisher Information in Record Data(113)
22. Bart A.G., Scherbakova I.S., Kozhanov V.M., Bart V.A. Neuronal Trees Modeling by Method of Partially Inverse Matrices (119)
23. Basso D., Salmaso L. A New Permutation-Based Solution for ANOVA in Unreplicated Designs(125)
24. Berred A., Nevzorov V. Characterizations under sampling without replacement (131)
25. Bevrani H., Korolev V.Yu., Manzo R. The application of the Student distribution for estimation of reliability of infotelecommunication systems(135)
26. Bevrani H., Korolev V.Yu., Manzo R., Shevtsova I.G. Practical estimation of the availability function of an infotelecommunication system(139)
27. Biedermann S., Dette H., Zhu W. Compound Optimal Designs for Percentile Estimation in Dose-Response Models with Restricted Design Intervals(143)
28. Bocharov P.P. Single server queueing system with heavy service time variation(149)
29. Bocharov P.P., Viskova E.V., Lyubin D.Yu. The two-stage queueing system with negative arrivals in discrete time(155)
30. Bochkina N. Wavelet goodness-of-fit test for dependent data(163)
31. Bodyonov D., Morozov E. Regenerative simulation of a long range dependent process in a tandem network (169)
32. Bon J.-L. Using ageing properties to evaluate some system reliability(175)
33. Bulinskaya E. On decision making under uncertainty (181)
34. Burmistrov A.V. Monte Carlo estimates for linear functionals of the solution of an elliptic equation by external extrapolation in the Euler scheme (187)
35. Ceranka B., Graczyk M. Optimum chemical balance weighing design under equal covariances of errors(191)
36. Ceranka B., Graczyk M. About relations between the parameters of the balanced bipartite weighing designs(197)
37. Chepurin E.V. On computer-oriented approach to testing distributional type hypotheses for multivariate data(203)
38. Christoph G. Exact Rates of Approximation to Ruin Probabilities for Regularly Varying Claims(209)
39. Chuyko D., Granichin O., Sysoev S. Simulation of rare events and probability estimation(215)
40. Cooper Ph., Ioannidis Ch. Temperature Fluctuations and Commodity Prices: Some further Empirical Evidence(221)
41. D'Apice C., Khokhlov Yu.S., Sidorova O.I. Bounds to buffer-overflow probability in the case of different distributions of system active periods (223)
42. D'Apice C., Pechinkin A.V., Salerno S. Non-stationary Characteristics of the Queueing Systems with Foreground-Background Processor Sharing Discipline(227)
43. Delgado R., López F.J., Sanz G. Markovian K-couplings for Multicomponent Systems(233)
44. Elwer A.S., Wahsh S.A., Khalil M.O., Nour-Eldeen A.M. Tuning PI-Controller Using Particle Swarm Optimization For Control Of Permanent Magnet Synchronous Motor(239)
45. Ermakov M. Importance sampling for simulation of moderate deviations probabilities of tests and estimators(247)
46. Evstafieva A., Khlebnikova E., Ogorodnikov V. Numerical stochastic models of multidimensional non-stationary time series of weather elements (251)
47. Fedchenko N.V., Prigarin S.M. Numerical solution of passive boundary value problems for linear systems of stochastic differential equations (257)
48. Galyuck Yu.P., Memnonov V.P., Sizova A.Ph., Soboleva V.V Investigation of Pseudorandom Sequences via Numerical Simulation of a Problem with Exact Solution (263)
49. Garel B. Percentiles of the supremum of a nonstationary Gaussian Process(267)
50. Gather U. Model selection and examples; histogram construction, non-para -met -ric regression (273)
51. Ghosh S., Deng H., Luan Y. Effects of Noise in Performance Comparisons of Designs for Model Identification and Discrimination(275)
52. Giordano S., Gubinelli M., Pagano M. Bridge Monte-Carlo: a novel approach to rare events of Gaussian processes (281)
53. Giovagnoli A., Romano D. Robust Design via Experiments on a Stochastic Simulator: A Modified Dual Response Surface Approach(287)
54. Golyandina N., Stepanov D. SSA-based approaches to analysis and forecast of multidimensional time series(293)
55. Gusev S.A. Monte Carlo estimation of the solution of the parabolic equation and its parametric derivatives by solving SDE's (299)
56. Hardwick J.P., Stout Q.F. New Adaptive Designs that Incorporate Switching Concerns (305)
57. Heidergott B. On Choosing The Right Gradient Estimator(313)
58. Ivanov V.M., Korenevsky M.L. Adaptive numerical Monte Carlo integration(319)
59. Jin Z. M-estimation in regression models for censored data(327)
60. Kannan N. Array signal processing: estimation of narrowband and wideband sources(331)
61. Kárász P., Farkas G. Simulation of Lakatos-Type Queuing Systems(333)
62. Khisamutdinov A.I. On basic properties of Markov processes and Monte Carlo methods for nonlinear inhomogeneous Boltzmann equation(337)
63. Khristinich V. B., Kubasova O. A. Approximate Solution of Rayleigh Problem: Modelling and Construction(341)
64. Kim C.S., Dudin A.N., Klimenok V., Tsarenkov G. Batch size distribution in input flow to queues with finite buffer affects the loss probability(347)
65. Kim C.S., Kazimirsky A.V., Dudin A.N. The BMAP/G/1 Queue with Correlated Flows of Customers and Disasters(353)
66. Kitsantas P., Hollander M., Li L. Stability of Classification Trees (359)
67. Klimenok V.I., Kim C.S. BMAP/PH/1 retrial system operating in random environment(367)
68. Köppen V., Lenz H.-J. Simulation of Non-linear Stochastic Equation Systems(373)
69. Kolnogorov A.V. Mimimax r-Stage Strategy for the Two-Armed Bandit Problem(379)
70. Koskinen J.H. On Bayesian Inference for Dynamic Network Data(385)
71. Krivulin N.K., Guster D., Hall Ch. Parallel Implementation of a Random Search Procedure: An Experimental Study (391)-(396)
72. Kropacheva N.Yu., Sushkov Yu.A. Generation of Graph Models of Multiphase Service Systems (397)
73. Kulperger R.J., Krougly Z.L., Stanford D.A. A Stochastic Forest Fire Spread Model(401)
74. Levykin A.I., Privalova T.S. A section stochastic algorithm for modelling of coagulation dynamics (407)
75. Lin C.-T., Chou C.-C. Empirical-distribution-function tests for the beta-binomial model(411)
76. López-Blázquez F., Salamanca-Miño B., Castaño-Martínez A. Maximal correlation between minima (417)
77. López-Fidalgo J., Rivas-López M.J., Fernández-Garzón B., Sanchez-Santos J.M. A-Opti -ma -li -ty Standardized through the Coefficient of Variation (423)
78. López-Fidalgo J., Tommasi C., Trandafir P.C. Optimal designs for discriminating between heteroscedastic models(429)
79. Lukina M.A., Zeifman A.I. Asymptotic bounds on the rate of convergence for birth and death processes(437)
80. Lukinov V.L. Solving the boundary value problems for the stochastic biharmonic equation (443)
81. Makhotkin O.A. Parametric analysis of basic random variates (449)
82. Mallor F., Mateo P., Moler J.A. A comparison between several adjustment models to simulated teletraffic data(455)
83. Marchenko M.A. Stochastic simulation of spatially inhomogeneous coagulation (461)
84. Medvedev I.N. The variance of weight estimate in the case of partial ``value'' modelling (465)
85. Meintanis S.G. A Comparison of the Kolmogorov-Smirnov and a Kolmogorov-Smirnov Type Test for Skew Normal Distributions(471)
86. Melas V., Pepelyshev A. On the study of maximin efficient designs by the functional approach (479)
87. Mikhailov G.A. Modifications of the phase space and weighted Monte Carlo methods (485)
88. Mikhailov G.A., Korotchenko M.A., Rogasinsky S.V., Ivanov M.S. Monte Carlo global weight method for the nonlinear Boltzmann equation (493)
89. Missov T.I., Ermakov S.M. Simulation of the D2-Distribution(499)
90. Moler J.A., Plo F., San Miguel M. A sequential design for a clinical trial with a linear prognostic factor(503)
91. Morozov E. Stability of a two-station network with feedback admission control (509)
92. Nekrutkin V. Spectral test and probability metrics (515)
93. Nadarajah S., Ahsanullah M. On product moments of Becker and Roux's bivariate gamma distribution(521)
94. Ng H.K.T., Gu K., Tang M.L. Testing the difference of two Poisson means: A Monte Carlo Simulation Study (525)
95. Nikitin Ya.Yu. Small deviations of Gaussian processes as extreme behavior (531)
96. Ocaña J., Salicru M., Sánchez A. Distance based Inference for Gene-Ontology Analysis of Microarray Experiments (537)
97. Olkin I. Models for Nonnegative Data Analysis with Applications in Reliability and Survival Analysis(543)
98. Plotnikov M., Shkarupa E. Application of the discrete-stochastic approaches to solving the linearized Boltzmann equation (545)
99. Ponomareva A.Yu., Tchirkov M.K. On reduced forms of finitely nonstationary stochastic automata(551)
100. Ponomareva A.Yu., Tchirkov M.K. On construction of set of all reduced forms for finitely nonstationary stochastic automata(557)
101. Rabie H., Flournoy N. Limiting Optimal Designs for the Contingent Response Model(561)
102. Rasch D., Teuscher F., Kubinger K.D., Guiard V. How Robust are tests for two independent samples in cases of ordered categorical data?(567)
103. Ross S.M. Extending Simulation uses of Antithetic Variables: Partially Monotone Functions, Random Permutations, and Random Subsets(575)
104. Rusakov O.V., Chuprunov A.N. On Wiener-Ornstein-Uhlenbeck Fields and Their Modelling (577)
105. Rykov V., Dimitrov B. On parameter estimation of map via simulation method (583)
106. Sampson A.R., Singh H., Whitaker L.R. Simultaneous confidence bands for isotonic functions(591)
107. Savani V., Zhigljavsky A.A. Efficient Estimation of Parameters of the Negative Binomial Distribution(593)
108. Schmelter T. On the Optimality of Group-Wise Balanced Designs in a Class of Linear Mixed Models(599)
109. Schwabe R., Graßhoff U., Großmann H., Holling H. Utility Balance and Design Optimality in Logistic Models with One Unrestricted Quantitative Factor(605)
110. Sedunov E.V., Sedunova E.A. Unbiased experimental design in inverse problems of mathematical physics(611)
111. Semghouni S., Berred A., Sadeg B., Amanton L. On Real-Time DBMSs Performances (615)
112. Shi P., Ye J., Zhou J. Discrete minimax designs for regression models with autocorrelated MA errors (621)
113. Shubina M., Zaslavsky A., Lee M.-L.T. Threshold Models with Markers Measured Before Observed Event Times (627)
114. Sipin A.S. Monte Carlo method for Stefan-Boltzmann problem(633)
115. Solari A., Salmaso L., Finos L. Multivariate MultiSample Permutation Tests for Ordered Alternatives(639)
116. Stehlík M. Covariance related properties of D-optimal correlated designs (645)
117. Steland A. On detection of unit roots generalizing the classic Dickey-Fuller approach(653)
118. Stepanov D.V. Law of Iterated Logarithm for the distance between random walker and trajectory of another random walk(659)
119. Steyaert B. Some Results on a Versatile Queueing Model with Heterogeneous Sources (665)
120. Sushkevich T.A., Strelkov S.A., Vladimirova E.V, Maksakova S.V., Kulikov A.K., Kozoderov V.V. Mathematical modelling of the multidimensional radiation transfer problems with parallel computing (671)
121. Strelen J.Ch. A New Confidence Interval Method for the Estimation of Quantiles(677)
122. Tang M.-L., Tian M. New Goodness-of-Fit Tests Based on Bootstrap Methods for Treatment-Control Models(683)
123. Tikhomirov A.S. On a Class of Fast Random Search Methods(687)
124. Tovstik T.M. On the randomized model of the homogeneous random field in Вn(691)
125. Toyoizumi H., Kobayashi Y., Kaiwa K., Shitozawa J. Stochastic Features of Computer Viruses: Towards Theoretical Analysis and Simulation (695)
126. Uci\'nski D., Bogacka B. A functional experimental design factor for optimum discrimination between multiresponse models (703)
127. Ukhinova O.S. Numerical algorithms for stochastic simulation of the hydrometereological processes (709)
128. Vakulenko S., Grigoriev D. Stable growth of complex systems (715)
129. Villén-Altamirano M., Villén-Altamirano J., González-Rodríguez J., Río-Martínez L.D. Use of Re-Scheduling in Rare Event RESTART Simulation(721)
130. Volkovich Z., Kogan J., Morozensky L., Nicholas C. On simulation approaches for the selection of initial centroids for k-means like clustering algorithms(729)
131. Voytishek A.V., Miloserdov V.V., Shvets V.V. Some problems of conditional optimization of discrete-stochastic numerical methods (735)
132. Walker J.H., Bell W. Empirical Distributions on the Parameters of the lk,p,q Norm for Various Geographical Regions (741)
133. Wolff R.W. Idle-Period Estimators of GI/G/1 Delay Moments(747)
134. Zaburnenko T.S., Nikola V.F. Efficient heuristics for simulating population overflow in tandem networks(755)
135. Zhukov A., Aminova I. On the quality of service management in web-based educational systems (765)

Index (769)