Proceedings of the 3rd workshop

1 V. V. Apanasovich, E. G. Novikov, M. M. Yatskou. Computer Simulation for Analysis of Experimental Data
2 A. A. Belyaeva. Monte Carlo Method and Seidel`s Method
6 J. M. Calvin, M. K. Nakayama. Permuted Regenerative Estimators
9 S. M. Ermakov, L. A. Gladkova. On the Complexity of the Particle Method for Solving Partial Differential Equations
16 S. M. Ermakov, I. Kaloshin. About a “Collisions” Estimator in a Nonlinear Case
20 N. E. Golyandina. Stratification for Functionals on Measure Spaces
25 S. Heinrich. A Multilevel Version of the Method of Dependent Tests
31 V. M. Ivanov, M. L. Korenevsky, O. Y. Kulchitsky. Adaptive Monte Carlo Algorithms with Advanced Accuracy
36 V. Kalashnikov, G. Tsitsiashvili. Bounds of Geometric Convolutions with Subexponential Components
40 G. A. Mikhailov. New Approach to “Path Estimates” in Monte Carlo Method
45 D. C. Montgomery. Designed Experiments for Process for Computer Simulation: A Review and Some Recommendations for Practice
50 Y. D. Pankratyev. On a Problem of Approximation for the Algebraic Equations
51 G. Pflug. Derivatives of Markov processes and Their Simulation
54 S. M. Prigarin. Spectral Models of Random Fields: New Algorithms

57 D. G. Arsenjev, V. M. Ivanov, O. Y. Kulchitsky. About Semi-statistical Method of Numerical Solution of Integral Equations
62 C. H. Hesse. Stochastic Dynamics for a Class of Non-Linear Partial Differential Equations
67 V. V. Karjukin. Fundamental Solution of the Variance Minimization Problem for Basic Estimates in Radiation Transport Theory
74 Y. N. Kashtanov, I. N. Kuchkova. Monte Carlo Algorithms in Vortex Simulation
81 P. Kowalczyk, T. Platkowski, W.Walus. Numerical Solutions of the Boltzmann Equation: Usage of Stochastic Tools in Deterministic Methods
86 P. M. Lima, M. Carpentier. A Numerical Algorithm for the Solution of Boundary-Layer Equations in the Case of Power-Law Fluids
88 G. Z. Lotova. Investigation of the Transfer Process in a Stochastic Medium by Calculating the Derivatives with Respect to a Random Parameter
89 R. Makarov. The Monte Carlo Methods for Solving Many-Dimensional Boundary Value Problems of Second and Third Kinds
95 V. P. Memnonov. Direct Simulation Monte Carlo Method: Another Version of Reunion for Decoupled Processes
101 B. V. Menschikov. The Monte Carlo Realization of the Fourier Transform for Parabolic Equation
107 G. A. Mikhailov, G. Z. Lotova. Monte Carlo Methods for Estimating Moments of Critical Parameters of the Transport Equation in Stochastic Medium
113 A. A. Morozov, M. Y. Plotnikov. Analysis of the Use of Weighting Factors in DSMC Axially Symmetric Flowfield Calculation
119 D. I. Sharikalov, S. A. Uhinov. Monte Carlo Estimates for Derivatives of Polarized Radiation
126 N. A. Simonov. Decomposition-Based Monte Carlo Method for the Heat Equation
132 A.V. Voytishek. On the Permissible Class of Interpolations for Discrete-Stochastic Procedures of Global Estimation of Functions

137 E.E.M. van Berkum, B. Pauwels. D-optimal Paired Comparison Designs in the Case of an Incomplete Quadratic Model
142 H. Dette, W. K. Wong. E-Optimal Designs for the Michaelis-Menten Model
148 V. Fedorov. Prediction: Design of Experiments Based on Approximating Covariance Kernels
153 N. Flournoy. Maximizing the Probability of a Favorable Response in a Multistage Process Using a Randomized Polya Urn Design
159 G. Herrendo rfer, V. Guiard, A. Tuchscherer. Design and Analysis of Experiments for Estimation of the Mean in a Model II of the Analysis of Variance
165 V.P. Kirlitsa, A.V. Akinfin, E.G. Goncharov. D- and A-Optimal Linear Designs of Experiments under Heteroscedastic Observations
171 P. J. Rowley, P. J. Laycock. On Generating and Classifying All q n-m-l Regularly Blocked Fractional Designs
176 V. B. Melas. On the Functional Approach to E-optimal Designs for Polynomial Regression on Arbitrary Segments
180 V. B. Melas, I. A. Lescheva. E-optimal designs for polynomial regression on a circle
186 V. B. Melas, L. A. Krylova. On Taylor series for points and weights of E-optimal designs for polynomial regression
191 N. K. Nguyen. A Modified Cyclic-Coordinate Exchange Algorithm as Illustrated by the Construction of Minimum-Point Second-Order Designs
197 D. A. M. K. Rasch. Replication-free Optimal Designs in Regression Analysis
201 E.V. Sedunov, J. A. Choutova. On the Problem of Linear Optimal Binary Masks for Density Estimation of Flow of Particles
204 E.V. Sedunov, E. A. Sedunova, J.A. Choutova. Monte Carlo Experiment Sequential Simulation on Hilbert Space Functionals
209 V. Soloviov. On the Use of Symmetry in Optimal Design of Experiments
215 D. P. Wiens. Minimum Variance Unbiased Weights and Designs for Biased Regression Models
220 S. Zwanzig. On Criteria for Experimental Design in Nonlinear Error-in-Variables Models

225 R. Aggarwala. Some Mathematical Properties of Progressive Type-II Right Censored Order Statistics from General Continuous Distributions
232 A. G. Bart, N. A. Bochkina. Fiducial Distributions in Statistical Simulation of Regulatory Systems
238 Y. K. Belyaev. Nonparametric Estimators for Some Load-Sharing Models
242 Y. V. Bulavsky. Fast Computing of REML Estimates in Large Linear Mixed Models with Simple Random Effects
245 Y. V. Chebrakov. Computative Paradoxes in Regression Analysis of Contaminated Data Arrays
248 N. V. Hovanov, Y. V. Fedotov, V. V. Kornikov. Cobb-Douglas Production Functions Construction Under Deficiency of Information
254 A. Ivanova. A Birth and Death Urn for Randomized Clinical Trial
258 S. Jeyaratnam, S. Panchapakesan. A Two-stage Procedure for Selecting from Normal Populations the One with the Largest Absolute Mean: Common Unknown Variance Case
259 M. M. Lutsenko, S. G. Maloshevskii. Fixed Width Minimax Confidential Intervals for the Binomial Distribution
266 A. Andronov, Y. Merkuryev. Controlled Bootstrap Method Application in Simulation of Hierarchical Structures
271 L. Nilsson. Consistent Estimation in Linear Regression with Errors in Variables
278 A. Sanchez, J. Ocana. Comparison of L1 Distances Between Multinomials. Theory and Software Tools

283 M.V. Antipov. Multiple Congruent Convolutions and Estimates in LҐ ([0,1]n)
290 S. B. Provost. Simulating Isotropic Distributions
297 K. Takashima. Random Walk Tests of Pseudorandom Number Generations by Cellular Automata
302 V. Uchaikin, G. Gusarov. A Method for Simulating Three-Dimensional Random Vectors with Spherically Symmetric Stable Distribution
306 V. Uchaikin, D. Korobko. The Method of Branching Walking for Statistical Simulation of Fractal Clusters
310 K. H. Wu, S. H. Cheung, S. H. Chan. A Robust Method For Testing Causality

314 I. V. Aminova, E. V. Morozov, S. G. Sigovtsev. Some Numerical Results on Simulation of Weak Regenerative Feedforward Networks
322 P. L. Conti. Some Statistical problems for Geo/G/1 discrete-time queueing models
323 S. Dotsenko, O. Zakusilo. Top Service in Queueing System with Shortest Remaining Processing Time Discipline
324 T.V. Fomina. Branching techinque in Queueing Systems
326 B. Heidergott. A Differential Calculus for Random Matrices with Applications to (max,plus)- linear Stochastic Systems
330 N.K. Krivulin. Simple Bounds on the Mean Cycle Time in Acyclic Queueing Networks
331 N.K. Krivulin, D.S. Milov. Bounds on the Mean Working Time for Queueing Networks with Random Topology
338 A. A. Rogov, L.V. Shchegoleva. Modelling of the Operation Efficiency of a Complex Technical Unit Based on the Embedded Processes

340 A. M. Berred. Some Estimation Problems Based on Record Values
344 P. S. Chan. Bayesian Computation on Order Statistics from Non-identical Exponential Variables with Applications in Software Reliability
345 P. Deheuvels, N.V. Gribkova, V.B. Nevzorov. Bootstrapping Order Statistics and Records
349 G. Haiman. First Passage Time for Some Stationary Processes
354 H. N. Nagaraja. Simulation of Concomitants of Order Statistics

355 V.A. Kirushev, A.B. Pevnyi. Discrete Linear Wavelet Transform of Signals and Images
362 V.N. Malozemov, A.B. Pevnyi. Discrete Spline-Harmonic Analysis
367 V.N. Malozemov, A.A. Tretyakov. The Cooley-Turkey Algorithm and Wavelet Expansions
372 S. M. Masharsky. On the Least Squares Method over a Discrete Rectangle
376 A. Petukhov. Recursive Filter Banks and Image Compression
381 M. Skopina. Discrete Wavelet Fourier Transform
384 V.A. Zheludev. On Signal Processing by Wavelet Packets

388 N. V. Hovanov, Y. V. Fedotov, I. A. Seregin. A Stochastic Model of Commodities Exchange
392 Y. N. Kashtanov. The Price of Some Options with Constrained Portfolios
395 Y. Kharin, P. Rogatch. On Statistical Analysis of Systems of Econometric Simultaneous-Equations with Time-Varying Coefficients
400 V.I. Levin. Logic-Automaton Modeling in Economics and Sociology
407 V. Nekrutkin. Brand Choice Models

413 N. Balakrishnan and, P. S. Chan. Two-Stage Start-Up Demonstration Testing
420 O. Granitchin. Best Strategy for Robbins-Monro Stochastic Approximation Algorithm
428 M. Kabawe, M.K. Tchirkov. On Modelling of Generalized Languages by Generalized Finite Automata
432 Y. Nasr, M.K. Tchirkov. On a Special Problem of Stochastic Finite Automata Synthesys
434 S.M. Ermakov, A.V. Polyakova, Y. A. Sushkov. Statistical Experiments on Random Search
436 A.V. Pavlov, Y.A. Sushkov. Experimental Research of Multicriteria Problems for Spanning Trees.
441 A.Y. Ponomareva, M. K.Tchirkov. On a Special Method for States Minimization of Generalized Automata with the Periodically Varying Parameters
444 A. S. Tikhomirov. Optimal Markov Search Methods in Discrete Spaces
449 G. G. Vining. A Compromise Approach to Multiresponse Optimization
453 R. R. Barton. Sequential Experiment Design Using Internal and External Validity Checks
454 C. Klaassen. Random-Time Models
455 V. Miskovic, V. Pantelic, P. Stanojevic, M. Andreic. Investigation of Supply System Functioning under Unstable Conditions
456 M. G. Rabbai. Practicality of Numerical Formulations and Their Impacts on Ground Water Flow Simulation