01.01.05 (Probability theory and mathematical statistics)
Birth date:
09.12.1930
E-mail:
,
Keywords:
Monte Carlo methods; cubature formulas theory; equations of mathematical physics; equidistributed (mod 1) sequences; regression analysis; analysis and prediction of time series.
Main publications:
S. Ì. Ermakov, V. V. Nekrutkin, A. S. Sipin. Random Processes for Mathematical Physics. Kluwer Academic Publishers, 1989.
S. M. Ermakov, V. B. Melas. Design and Analysis of Simulation Experiments. Kluwer Academic Publishers, 1995.
S. Ermakov, J. H. Halton, D. L. Danilov. Asymptotic complexity of Monte Carlo methods for solving linear systems // Elsevier Journ. od statistical planning and inference, 2000, 85, no. 1–2, 5–18.
K. O. Vidyaeva, S. M. Ermakov, “An extension of the Krylov method for calculating the coefficients of the minimal polynomial”, Zh. Vychisl. Mat. Mat. Fiz., 53:5 (2013), 691–700; Comput. Math. Math. Phys., 53:5 (2013), 521–529
S. M. Ermakov, “On the stochastical and quasistochastical algorithms parallelisation in modeling problems”, Matem. Mod., 21:8 (2009), 80–86
2001
3.
S. M. Ermakov, “Addendum to a paper on the Monte Carlo method”, Zh. Vychisl. Mat. Mat. Fiz., 41:6 (2001), 991–992; Comput. Math. Math. Phys., 41:6 (2001), 940–941
D. L. Danilov, S. M. Ermakov, “Asymptotic complexity of the collisions estimator for solving linear systems”, Zh. Vychisl. Mat. Mat. Fiz., 37:5 (1997), 515–523; Comput. Math. Math. Phys., 37:5 (1997), 501–509
D. L. Danilov, S. M. Ermakov, “The relative costs of the Monte Carlo method for solving systems of linear algebraic equations”, Zh. Vychisl. Mat. Mat. Fiz., 35:5 (1995), 661–676; Comput. Math. Math. Phys., 35:5 (1995), 519–530
S. M. Ermakov, A. À. Zhiglyavskii, M. V. Kondratovich, “Comparison of certain procedures for random search for a global extremum”, Zh. Vychisl. Mat. Mat. Fiz., 29:2 (1989), 163–170; U.S.S.R. Comput. Math. Math. Phys., 29:1 (1989), 112–117
S. M. Ermakov, A. À. Zhiglyavskii, M. V. Kondratovich, “Reduction of a problem of random estimation of an extremum of a
function”, Dokl. Akad. Nauk SSSR, 302:4 (1988), 796–798; Dokl. Math., 38:2 (1989), 344–346
9.
S. M. Ermakov, V. B. Melas, “The trajectory branching method in simulation modeling of complex systems”, Izv. Vyssh. Uchebn. Zaved. Mat., 1988, no. 5, 11–17; Soviet Math. (Iz. VUZ), 32:5 (1988), 8–15
1985
10.
S. M. Ermakov, A. S. Sipin, “A new scheme of the Monte Carlo method of solution of problems of
mathematical physics”, Dokl. Akad. Nauk SSSR, 285:3 (1985), 597–600
11.
S. M. Ermakov, A. À. Zhiglyavskii, “The Monte Carlo method for estimation of functionals of characteristic measures of linear integral operators”, Zh. Vychisl. Mat. Mat. Fiz., 25:5 (1985), 666–679; U.S.S.R. Comput. Math. Math. Phys., 25:3 (1985), 15–23
S. M. Ermakov, V. V. Karyukin, “Two-group optimization of a method of statistical modeling of a radiation field for hydrogenous media”, Zh. Vychisl. Mat. Mat. Fiz., 25:4 (1985), 588–598; U.S.S.R. Comput. Math. Math. Phys., 25:2 (1985), 168–175
1983
13.
S. M. Ermakov, À. À. Žigljavskiĭ, “On a random search of a global extremum”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 129–134; Theory Probab. Appl., 28:1 (1984), 136–141
W. Wagner, S. M. Ermakov, “On the representation of solutions of nonlinear equations as an integral over the set of trajectories of a random process”, Dokl. Akad. Nauk SSSR, 267:6 (1982), 1346–1349
1981
15.
S. M. Ermakov, B. B. Pokhodzei, “Methods of simulating discrete random variables based on randomization of the parameters of the distributions”, Zh. Vychisl. Mat. Mat. Fiz., 21:5 (1981), 1323–1326; U.S.S.R. Comput. Math. Math. Phys., 21:5 (1981), 249–253
1978
16.
S. M. Ermakov, A. À. Zhiglyavskii, “A generalization of the “maximal cross section method” for distribution sampling”, Zh. Vychisl. Mat. Mat. Fiz., 18:3 (1978), 757–761; U.S.S.R. Comput. Math. Math. Phys., 18:3 (1978), 230–235
S. M. Ermakov, A. I. Pavlov, B. B. Pokhodzei, “A method for the computation of multiple integrals with an automatic choice of step”, Zh. Vychisl. Mat. Mat. Fiz., 17:3 (1977), 572–578; U.S.S.R. Comput. Math. Math. Phys., 17:3 (1977), 18–24
1976
18.
S. M. Ermakov, V. V. Nekrutkin, A. Ya. Proshkin, A. F. Sizova, “The solution of nonlinear kinetic equations by the Monte Carlo method”, Dokl. Akad. Nauk SSSR, 230:2 (1976), 261–263
B. L. Granovskii, S. M. Ermakov, “The Monte Carlo method”, Itogi Nauki i Tekhniki. Ser. Teor. Veroyatn. Mat. Stat. Teor. Kibern., 13 (1976), 59–108; J. Soviet Math., 7:2 (1977), 161–192
S. M. Ermakov, P. G. Skvortzov, “Unbiased estimators of the Neumann series by Monte-Carlo method”, Zap. Nauchn. Sem. LOMI, 43 (1974), 155–168
1973
21.
S. M. Ermakov, “The analogue of the Neumann–Ulam scheme in the nonlinear case”, Zh. Vychisl. Mat. Mat. Fiz., 13:3 (1973), 564–573; U.S.S.R. Comput. Math. Math. Phys., 13:3 (1973), 32–44
S. M. Ermakov, “The optimal unbiased plans of regression experiments”, Trudy Mat. Inst. Steklov., 111 (1970), 252–257; Proc. Steklov Inst. Math., 111 (1970), 303–309
1968
26.
B. L. Granovskii, S. M. Ermakov, “A nonparametric approach to problems of the design of regression experiments”, Dokl. Akad. Nauk SSSR, 180:2 (1968), 273–275
1967
27.
S. M. Ermakov, “On the admissibility of Monte-Carlo methods”, Dokl. Akad. Nauk SSSR, 172:2 (1967), 262–263
1965
28.
S. M. Ermakov, “On estimation of parameters for indirect measurements”, Trudy Mat. Inst. Steklov., 79 (1965), 106–112; Proc. Steklov Inst. Math., 79 (1965), 117–124
1964
29.
S. M. Ermakov, “Random quadratures of improved accuracy”, Zh. Vychisl. Mat. Mat. Fiz., 4:3 (1964), 550–554; U.S.S.R. Comput. Math. Math. Phys., 4:3 (1964), 213–219
S. M. Ermakov, “Interpolation with respect to random points”, Zh. Vychisl. Mat. Mat. Fiz., 3:1 (1963), 186–190; U.S.S.R. Comput. Math. Math. Phys., 3:1 (1963), 243–249
1960
31.
S. M. Ermakov, V. G. Zolotukhin, “Polynomial Approximations and the Monte-Carlo Method”, Teor. Veroyatnost. i Primenen., 5:4 (1960), 473–476; Theory Probab. Appl., 5:4 (1960), 428–431
A. M. Vershik, S. M. Ermakov, O. A. Ladyzhenskaya, V. N. Fomin, “Vladimir Andreevich Yakubovich (on his sixtieth birthday)”, Uspekhi Mat. Nauk, 42:4(256) (1987), 219–220; Russian Math. Surveys, 42:4 (1987), 195–197
1986
34.
A. M. Vershik, S. M. Ermakov, O. A. Ladyzhenskaya, I. P. Mysovskikh, V. A. Pliss, Kh. L. Smolitskii, D. K. Faddeev, “Sergei Mikhailovich Lozinskii (obituary)”, Uspekhi Mat. Nauk, 41:5(251) (1986), 153–154; Russian Math. Surveys, 41:5 (1986), 115–117