Topics in stochastic numerics

2001 July 16 (Mon) -19 (Thu)

July 16:

09:30-10:00 Shigeyoshi, Ogawa (Kanazawa Univ.)

On a class of SPDEs and the Noncausal Calculus

10:00-11:00 Toshikazu Amari (RIKEN)

Independent Component Analysis and its New Developments -- 1

11:00-12:00 Toshikazu Amari (RIKEN)

Independent Component Analysis and its New Developments -- 2

13:30-14:30 Geon-Ho CHOE (KAIST -- Math.Inst.)

Recurrence of transformations with continuous invariant measures

14:30-15:15 Dong-Han KIM (KAIST -- Math.Inst.)

The first return time test of pseudorandom numbers

15:30-16:30 Arturo KOHATSU-HIGA (Univ.de Pompeu Fabra)

Malliavin calculus and Greeks in Finance

16:30-17:15 Yoshihiro Saito (Shotoku Univ.), Taketomo Mitsui (Nagoya Univ.)

Parallel solution of stochastic differential equations

July 17:

09:00-10:00 Hiroyuki Okano (IBM, Japan), Masato Kohda (Tsukuba Univ.)

An optimization algorithm based on stochastic sensitivity analysis and its application to discrete optimization problems

10:00-11:00 Chii-Ruey HWANG (Academia Sinica)

Accelerating Diffusions and Related Problems

11:00-12:00 Masaaki Shibuya (Takachiho Univ.)

Pitman random partitions and its applications

13:30-14:30 Toshikazu Amari (RIKEN)

Independent Component Analysis and its New Developments -- 3

14:30-15:30 Toru Kohda (Kyushu Univ.)

Stream cipher systems using chaotic sequences of i.i.d. Random Variables

14:45-16:30 Yutaka Jitsumatsu (Kyushu Univ.)

On a synchronization problem in asynchronous DS/CDMA system

16:30-17:15 Hozumi Morohoshi (Nat. Grad. Inst. Polycy Studies), Masanori Fushimi (Nanzan Univ.)

Experimental studies on the error estimation methods of multidimensional numerical integrations by generalized Niederreiter sequences

July 18:

09:00-10:00 Christian LECOT (Univ.de Savoie)

Quasirandom Walk Methods

10:00-11:00 Syoiti Ninomiya

Multidimensional uniformly distributed sequences generated by means of dynamical systems:

11:00-12:00 Makoto Mori (Nihon Univ.)

Construction of low discrepancy sequences in higher dimensions

13:30-14:30 Keiichi Matsumot, Tetsuro kamae (Osaka City Univ.)

Prediction based on deterministic Brownian motion

14:30-15:15 Kenji Yasutomi (Kobe Univ.)

A limit theorem for sequences generated by Weyl transformation: Disappearance of dependence

15:30-16:30 Katusi Fukuyama (Kobe Univ.)

On pseudorandom functions

16:30-17:15 Takuji Nishimura (Yamagata Univ.), Makoto Matsumoto (Kyoto Univ.)

Deviation of pseudorandom numbers and weight test

July 19:

09:00-10:00 Hideaki Ito (Institute of Mathematics Statistics), C.Mallows and L.Shepp

Explicit sufficinet invariants for an interacting particle system

10:00-11:00 Hirotake Yaguchi (Mie Univ.)

Parallel generation of long-period nonrecursive pseudorandom numbers

11:00-12:00 Akio Tsuneda (Kumamoto Univ.)

A Simple Design of Chaotic Binary Sequences with Prescribed Auto-Correlation Properties Based on Piecewise Linear Onto Maps

13:30-14:30 Yasutada Ohama (Kyushu Univ.)

Random number generation and dynamical system

14:30-15:15 Satoshi Takanobu (Kanazawa Univ.), Hiroshi Sugita (Kyushu Univ.)

Probabilistic aspects of the probalility of two integers to be co-prime -- a conjecture by numerical experiments --

15:15-16:00 Hiroshi Fujisaki (Kanazawa Univ.)

Statistical Properties of Real-Valued Sequences Generated by Chebyshev Maps