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Communications in Statistics Stochastic Models is a peer-reviewed journal published by Taylor & Francis, covering Advanced Queuing Theory Analysis, Probability and Risk Models, Random Matrices and Applications.
| Publisher | Taylor & Francis |
|---|---|
| Reference style | Author–year (Chicago, T&F) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Communications in Statistics Stochastic Models 12 (3): 45–58.
Formats any DOI in Communications in Statistics Stochastic Models style. No sign-up. |
| Publishes research in | Advanced Queuing Theory Analysis Probability and Risk Models Random Matrices and Applications Stochastic processes and statistical mechanics Diverse Scientific and Economic Studies |
| ISSN | 0882-0287 |
| h-index | 62 |
| i10-index | 284 |
| Total citations | 15,326 |
| Top institutions publishing here | AT&T (United States) |
| Journal website | www.tandfonline.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
The versatile Markovian point process was introduced by M. F. Neuts in 1979. This is a rich class of point processes whichcontains many familiar arrival process as very special cases. Recently, the Batch Markovian Arrival Process, a class of point processes which was subsequently shown to be equivalent to Neuts’ point process, has been studied…
Computational formulas are given for stable densities and distribution functions in Zolotarev'(M) parameterization. These formulas are used in a software package called STABLE to calculate general stable densities, distribution functions and quantiles
The one – and two-dimensional normal inverse Gaussian Lévy process is studied in relation to German and Danish financial data. In order to investigate if the normal inverse Gaussian Lévy process is a suitable model we calculate the uniform residuals by means of an algorithm which simulates random variables from the normal inverse Gaussian distribution.…
For the matrix analogues of Markov chains of the M/G/1 type, we derive a stable recursive scheme to compute the steady state probability vector. This scheme, which is the natural generalization of a clever device attributed to P.J. Burke in the M/G/1 case, is substantially superior to the Gauss-Seidel iterative scheme.
Kimura and Ohta showed that the expected age of a neutral mutation observed to be of frequency x in a population is We put this classical result in a general coalescent process context that allows questions to be asked about mutations in a sample, as well as in the population. In the general context the…
