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.
