  We present the results of a search for short-duration gravitational-wave
bursts associated with 39 gamma-ray bursts (GRBs) detected by gamma-ray
satellite experiments during LIGO's S2, S3, and S4 science runs. The search
involves calculating the crosscorrelation between two interferometer data
streams surrounding the GRB trigger time. We search for associated
gravitational radiation from single GRBs, and also apply statistical tests to
search for a gravitational-wave signature associated with the whole sample. For
the sample examined, we find no evidence for the association of gravitational
radiation with GRBs, either on a single-GRB basis or on a statistical basis.
Simulating gravitational-wave bursts with sine-gaussian waveforms, we set upper
limits on the root-sum-square of the gravitational-wave strain amplitude of
such waveforms at the times of the GRB triggers. We also demonstrate how a
sample of several GRBs can be used collectively to set constraints on
population models. The small number of GRBs and the significant change in
sensitivity of the detectors over the three runs, however, limits the
usefulness of a population study for the S2, S3, and S4 runs. Finally, we
discuss prospects for the search sensitivity for the ongoing S5 run, and beyond
for the next generation of detectors.
