4th workshop on stochastic numerics. Proceedings of a workshop held at the Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan, July 12--14, 1999 (Q2710173)

The articles of this volume will not be indexed individually.NEWLINENEWLINENEWLINE Contents: Hozumi Morohosi, Kei Kobayashi and Masanori Fushimi, Estimating the error of quasi-Monte Carlo integrations -- experimental studies in financial problems (1-11); Mina Okamura and Kenichi Yoshikawa, What generates the rhythm in a saline oscillator? (12-26); Georges Dupret and Masato Koda, Bootstrap training for neural network learning (27-35); Hitomi Sugimura and Keizo Takashima, Fractal dimensions of pictures of vegetation (Japanese) (36-43); Makoto Yamazato, Recurrent-nonrecurrent decision conditions for dam processes (Japanese) (44-52); Makoto Tomizu and Shigeyoshi Ogawa, Solution methods for problems that are not well-posed via the AIC method and their application to signal recovery problems (Japanese) (53-59); Makoto Mori, Multi-mixing properties of one-dimensional mappings (Japanese) (60-66); Katusi Fukuyama, The central limit theorem for Riesz-Raikov sums and related topics (Japanese) (67-79); Hiroshi Sugita, Orthogonal test systems for pseudorandom number tests (Japanese) (80-87); Takahiko Fujita, Shunji Ito and Syoiti Ninomiya, Symbolical and geometrical characterizations of Kronecker sequences by using the accelerated Brun's algorithm (88-114); Yasutada Oohama, Random number generation problems related to uniform scattering of memoryless information sources (Japanese) (115-128); Tohru Kohda and Hiroshi Fujisaki, Frequency distributions of patterns that are generated by Markov information sources (Japanese) (129-133); Yasumasa Saisho, The penalty method for reflecting boundary processes for translational domains (Japanese) (134-137); Shuya Kanagawa, Sample path large deviations related to Euler-Maruyama approximation solutions to SDE (138-142); Yoshihiro Saito and Masataka Nagaoka, Numerical solutions to Langevin-type stochastic ordinary differential equations (Japanese) (143-152); Arturo Kohatsu Higa and Roger Pettersson, On the simulation of some functionals of diffusion processes (153-170); Shigeyoshi Ogawa, Noncausal stochastic integral equations and numerical solution methods for them (Japanese) (171-178).