Stochastic Models

Top Research Topics at Stochastic Models?

The journal mainly deals with areas of study such as Applied mathematics, Markov chain, Combinatorics, Queue and Mathematical optimization. Issues in Applied mathematics were discussed, taking into consideration concepts from other disciplines like Laplace transform, Statistics, Stochastic modelling, M/M/1 queue and Calculus. It tackles studies in M/D/1 queue and the interrelated subject of Bulk queue to gain insights into M/M/1 queue.

The Markov chain works featured in Stochastic Models incorporate elements from Discrete mathematics and Markov process. The work on Discrete mathematics tackled in it brings together disciplines like M/G/1 queue, G/G/1 queue and M/G/k queue. The studies in Markov process featured incorporate elements of Stochastic process and Algorithm.

Topics in Combinatorics were tackled in line with various other fields like Random walk, Probability theory and Mathematical analysis. Probability theory study tackled is connected to the field of Probability distribution. The journal facilitates discussions on Queue that incorporate concepts from other fields like Poisson distribution and Queueing theory.

• Applied mathematics (24.47%)
• Markov chain (20.54%)
• Combinatorics (18.71%)

What are the most cited papers published in the journal?

• Risk Measures and Comonotonicity: A Review (234 citations)
• A stable recursion for the steady state vector in markov chains of m/g/1 type (224 citations)
• Calculating the equilibrium distribution in level dependent quasi-birth-and-death processes (213 citations)

Research areas of the most cited articles at Stochastic Models:

The main points discussed in the most cited papers deal with Markov chain, Combinatorics, Applied mathematics, Mathematical optimization and Probability theory. While Markov chain is the focus of the published articles, it also provides insights into the studies of Queue and Markov process. While the published papers focused on Combinatorics, they were also able to explore topics like Phase-type distribution, Pure mathematics, M/G/1 queue, G/G/1 queue and Matrix analytic method.

What topics the last edition of the journal is best known for?

• Statistics
• Mathematical analysis
• Normal distribution

The previous edition focused in particular on these issues:

The main research concerns discussed in the journal are Applied mathematics, Queue, Laplace transform, Brownian motion and Mathematical economics. The concepts on Applied mathematics presented in it can also apply to other research fields, including Finite time, Stochastic modelling and Duality (optimization). It explores issues in Queue which can be linked to other research areas like Markov decision process, Stochastic control and Parallel processing (DSP implementation).

While Laplace transform is the key highlight in Stochastic Models, it also covered some subjects on Poisson process and Processor sharing, Processor sharing queue, Function (mathematics), Interval (graph theory) and Renewal theory. In it, Value (mathematics), Differential (mathematics) and Conditional expectation are investigated in conjunction with one another to address concerns in Brownian motion research. The research on Mathematical economics tackled can also make contributions to studies in the areas of Ornstein–Uhlenbeck process, Bivariate analysis and Stochastic volatility.

The most cited articles from the last journal are:

• Double-sided queues with marked Markovian arrival processes and abandonment (5 citations)
• Functional limit theorems for the Multi-dimensional Elephant Random Walk (2 citations)
• Mean and variance of Brownian motion with given final value, maximum and argmax (1 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

Top authors and change over time

The top authors publishing in Stochastic Models (based on the number of publications) are:

• Michel Mandjes (20 papers) published 2 papers at the last edition,
• Sidney I. Resnick (19 papers) absent at the last edition,
• Tetsuya Takine (16 papers) absent at the last edition,
• Guy Latouche (14 papers) published 2 papers at the last edition,
• Peter G. Taylor (14 papers) published 1 paper at the last edition, 1 less than at the previous edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Top affiliations and change over time

Only papers with recognized affiliations are considered

The top affiliations publishing in Stochastic Models (based on the number of publications) are:

• Eindhoven University of Technology (34 papers) published 3 papers at the last edition,
• University of Melbourne (21 papers) published 2 papers at the last edition, 1 less than at the previous edition,
• University of Amsterdam (20 papers) published 2 papers at the last edition,
• Université libre de Bruxelles (16 papers) published 2 papers at the last edition,
• University of Adelaide (15 papers) published 1 paper at the last edition the same number as at the previous edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 11.76% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 26.67% were posted by at least one author from the top 10 institutions publishing in the journal. Another 3.33% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 16.67% of all publications and 53.33% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

• Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
• Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
• Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
• Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
• Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.