The Department of Statistical Simulation
Web-site: http://stmod.math.spbu.ru.
Phone: 428-41-77
The Head of the Department - Prof. Ermakov Sergei M.
Statistical Simulation is a new scientific direction. Sough statistical
models were widely used already in the 19th century, they were
still a part of the probability theory. The statistical modelling has
obtained independent meaning in 50th of the previous century, when the first
fast computers were appearing.
The Department was opened under assistance of academicians Yu.V. Linnik and
G.I. Marchuk, who prized perspectives of this new research direction.
Indeed, together with important applications, the statistical modelling
has many connections, apart from probability theory and mathematical
statistics, with such mathematical disciplines as computational mathematics,
theory of numbers, mathematical physics, theoretical cybernetics and many
others. Here interesting theoretical problems appear, which are waiting
for young talented investigators.
During 17 years more than 300 specialists graduated the Department and work
successfully now in different establishments such as different research
institutes or bank structures. On the Department 7 doctors and more than 50
candidates defended their thesises.
The wide spectrum of investigations advanced to form international
scientific connections. During the last 5 years 3 international conferences
were organized by the Department and the laboratory. In each of them 15-20 foreign
scientists took part. The staff of Department and postgraduate students also
often take part in foreign conferences, which shows the relevance of their
scientific results. The Department has many contacts with foreign firms and banks.
We may state that graduates of the Department of statistical modelling have a
good background as for the scientific work so as for the applied work in
modern commercials and bank structures.
Lecturers
Ermakov Sergei Mikhailovich, head of the Department, prof., doctor of phys.
and math. sci.
- Mathematical modelling and data processing
- ABC of mathematical modelling
Alekseeva Nina Petrovna, ass. prof., cand. of phys. and math. sci.
- Computer Technologies in Science and Education
- Mathematical Statistics
- Multivariate Statistical Analysis
- Elements of Mathematical Analysis and Linear Algebra
- Probability Theory and Mathematical Statistics
- Elements of Multivariate Statistical Analysis
Bart Aleksandr Georgievich, ass. prof., cand. of phys. and math. sci.
- Biometrics
- Introduction to Statistical Methods
- Multivariate Statistics
- Basic Methods of Mathematical Statistics
- Primary Data Processing
- Statistics of Random Processes
- Statistical Methods and Mathematical Modelling
Burnaeva E'l'fiya Garifovna, ass. prof.,
cand> of phys. and math. sci.
Veselovskaya Alla Zenonovna, ass. prof., cand. phys .and math. sci.
- Linear Algebra
- Mathematical Analysis
Golyandina Nina E'duardovna, , ass.
prof., cand of phys. and math. sci.
- Data Analysis by Computer
- Data Analysis and Statistical Packets
- Computational Praxis
- Main Components of Time Series
- Markov's Processes
- Special Mathematical Praxis
- Statistical Analysis of Time Series
- Technology of Programming
- Numerical Methods of Statistics
Kashtanov Yurii Nikolaevich, ass. prof., cand. of phys. and math. sci.
- Problems of Financial Mathematics and Statistical Modelling
- Informatics
- Informatics and Computing Aids
- Methods of Mathematical Modelling
- Special Computational Praxis
Krivulin Nikolai Kimovich, ass. prof., cand. phys. and math. sci.
- Technology and Practice of Programming
- Elements of Queueing Theory
Melas Vyacheslav Borisovich , prof. doctor of phys and math. sci.
- Optimal Design of Experiment
- Systems with Waiting Lines
Moskaleva Nina Michailovna, ass. prof., cand of phys. and math. sci.
- Informatics
- Informatics and Computing Aids
Nekrutkin Vladimir Victorivich, ass. prof. cand. of phys. and math. sci.
- Probabilistic Models
- Main Components of Time Series
- Elements of Random Processes Theory
- Markets of Dirichlet
- Statistical Modelling
- Probability Theory
- Theory of Monte-Carlo Method
Sizova Alla Filippovna, ass. prof., cand. of phys and math. sci.
- Methods of Mathematical Modelling
- Special Computational Praxis
- Theory of Probability and Mathematical Statistics
- Numerical Modelling
- Numerical Methods of Monte-Carlo
Sushkov Yurii Akimovich, prof. doctor of phys. and math sci.
- Modelling of Systems
- Statement of Problems
- Decision Making
- Structural Representation of Systems
Tovstik Tat'yana Mikhailovna, ass. prof., cand. of phys. and math. sci.
- Actuary Mathematics
- Modelling of Random Processes
- Elements of Probability Theory
Khristinich Vladimir Borisovich, ass. prof., cand. of Phys. and Math sci.
- Actuary Mathematics
- Algorithmical Languages
- Architecture of Computers
- Computational Praxis
- Informatics and Technology of Programming
- Mathematical Modelling
- Special Computational Praxis
Chirkov Mikhail Konstantinovich, prof., doctor phys. and math. sci.
The Department of Statistical Modelling is a graduate Department on the speciality "Applied Mathematics and Informatics".