Write in a clean editor, then format for Stochastic Models in one click — DocuGuru applies the official Taylor & Francis template with author–year references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
Stochastic Models is a peer-reviewed journal published by Taylor & Francis, covering Advanced Queuing Theory Analysis, Probability and Risk Models, Stochastic processes and statistical mechanics.
| 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." Stochastic Models 12 (3): 45–58.
Formats any DOI in Stochastic Models style. No sign-up. |
| Publishes research in | Advanced Queuing Theory Analysis Probability and Risk Models Stochastic processes and statistical mechanics Stochastic processes and financial applications Financial Risk and Volatility Modeling |
| ISSN | 1532-4214 |
| Citation impact (2-yr) | 0.93 |
| h-index | 41 |
| i10-index | 232 |
| Total citations | 8,234 |
| Top institutions publishing here | Eindhoven University of Technology |
| Journal website | www.tandf.co.uk |
| 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.
ABSTRACT Three expressions are provided for the first hitting time density of an Ornstein-Uhlenbeck process to reach a fixed level. The first hinges on an eigenvalue expansion involving zeros of the parabolic cylinder functions. The second is an integral representation involving some special functions whereas the third is given in terms of a functional of…
Abstract A number of approximate analysis techniques are based on matching moments of continuous time phase type (PH) distributions. This paper presents an explicit method to compose minimal order continuous time acyclic phase type (APH) distributions with a given first three moments. To this end we also evaluate the bounds for the first three moments…
This article investigates the tail asymptotic behavior of the sum of pairwise quasi-asymptotically independent random variables with consistently varying tails. We prove that the tail probability of the sum is asymptotically equal to the sum of individual tail probabilities. This matches a feature of subexponential distributions. This result is then extended to weighted sums and…
We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population of discrete individuals characterized by one or several adaptive traits. The population is modelled as a stochastic point process whose generator captures the…
We start with stochastic models of genealogies in discrete time, distinguishing models where the population size is fixed (models of Cannings, Wright–Fisher, and Moran; compositions of bridges) with models where the population size fluctuates randomly (processes of Bienaymé–Galton–Watson, Jirina; birth–death processes, logistic branching process). Scaling limits of these models can be seen as genealogies of…
Technometrics
Transportmetrica B: Transport Dynamics
Applied Artificial Intelligence
Combustion Theory and Modelling
Defence and Peace Economics
Georisk: Assessment and Management of Risk for Engineered Systems and Geohazards
International Journal of Geographical Information Science
Journal of Applied Statistics
