This Festschrift honors George Samuel Fishman, one of the founders of the eld of computer simulation and a leader of the disciplines of operations research and the management sciences for the past ve decades, on the occasion of his seventieth birthday. The papers in this volume span the theory, methodology, and application of computer simulation. The lead article is appropriately titled George Fishmans Professional Career. In this article we discuss Georges contributions to operations research and the m- agement sciences, with special emphasis on his role in the advancement of the eld of simulation since the 1960s. We also include a brief personal biography together with comments by several individuals about the extraordinary effect that George has had on all his students, colleagues, and friends. Thesecondarticle,titledAConversationwithGeorgeFishman,isthetranscript of an extended interview with George that we conducted in October 2007. In the article titled Computer Intensive Statistical Model Building, Russell Cheng studies resampling methods for building parsimonious multiple linear regr- sion models so as to represent accurately the behavior of the dependent variable in terms of the smallest possible subset of explanatory (independent) variables. The author shows how bootstrap resampling can be used not only for rapid identi cation of good models but also for ef cient comparison of competing models.

George Fishman#x2019;s Professional Career.- A Conversation with George Fishman.- Computer Intensive Statistical Model Building.- Patchwork Distributions.- Asymptotic Validity of Batch Means Steady-State Confidence Intervals.- Efficient Modeling of Delays in Discrete-Event Simulation.- Sampling from Linear Multivariate Densities.- Factor Screening in Simulation Experiments: Review of Sequential Bifurcation.- F-Linear Random Number Generators.- Opportunities and Challenges in Health Care Simulation.- Future Trends in Distributed Simulation and Distributed Virtual Environments.- Combined Screening and Selection of the Best with Control Variates.- Optimal Linear Combinations of Overlapping Variance Estimators for Steady-State Simulation.