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Theory of Probability and its Applications
H-index 4

Theory of Probability and its Applications

0040-585X

Published by: Society for Industrial and Applied Mathematics

https://www.siam.org/publications/journals/theory-of-probability-and-its-applications-tvp

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 567 14 23 4

Additional Metrics

Number of Best Scientists*: 19
Documents by Best Scientists*: 28
Top 100 Ranked Scientists*: 1
SCIMAGO H-index: 35
SCIMAGO SJR: 0.426
Impact Factor: 0.6

Overview

Top Research Topics at Theory of Probability and Its Applications?

Theory of Probability and Its Applications primarily tackles Mathematical analysis, Discrete mathematics, Combinatorics, Applied mathematics and Statistics. Some problems in Mathematical analysis that were presented in the journal overlapped with concepts under Central limit theorem and Pure mathematics. In addition to Central limit theorem research, Theory of Probability and Its Applications aims to explore topics under Sum of normally distributed random variables, Independent and identically distributed random variables and Convergence of random variables.

Theory of Probability and Its Applications focused on Independent and identically distributed random variables research but expanded to cover Multivariate random variable. The studies in Discrete mathematics featured incorporate elements of Limit (mathematics) and Markov chain. It centers on topics in Markov chain, with a focus on Variable-order Markov model.

Distribution (mathematics), Random walk, Random variable and Sequence are some topics wherein Combinatorics research discussed in the journal have an impact. It dives deep in exploring the relationship between the study of Applied mathematics and Mathematical optimization. The in-depth study on Stochastic differential equation also explores topics in the intersecting field of Stochastic partial differential equation.

  • Mathematical analysis (23.21%)
  • Discrete mathematics (19.27%)
  • Combinatorics (19.16%)

What are the most cited papers published in the journal?

  • On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities (3098 citations)
  • On Estimating Regression (2637 citations)
  • Non-Parametric Estimation of a Multivariate Probability Density (1304 citations)

Research areas of the most cited articles at Theory of Probability and Its Applications:

The most cited publications primarily tackle Combinatorics, Mathematical analysis, Discrete mathematics, Applied mathematics and Random variable. The studies on Combinatorics discussed at the journal publications can also contribute to research in the domains of Stochastic process and Pure mathematics. The most cited papers explore topics in Mathematical analysis which can be helpful for research in disciplines like Large deviations theory and Brownian motion.

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 journal mostly deals with topics like Applied mathematics, Pure mathematics, Mathematical analysis, Random walk and Poisson distribution. Theory of Probability and Its Applications facilitates discussions on Applied mathematics that incorporate concepts from other fields like Initial value problem, Linear system, Operator (physics), Probabilistic logic and Functional derivative. While Theory of Probability and Its Applications focused on Pure mathematics, it was also able to explore topics like Zero (complex analysis) and Central limit theorem.

Theory of Probability and Its Applications covers research in Mathematical analysis, particularly Bessel process and how they are related with concepts in Stage (hydrology). While work presented in it provided substantial information on Random walk, it also covered topics in Convergence (routing), Weak convergence, Metric (mathematics) and Rate function. Research in Random variable and the interrelating topic of Stochastic modelling, Scheme (programming language), Laplace transform and Geometric series were among the subjects of interest in the Poisson distribution studies discussed in it.

The most cited articles from the last journal are:

  • Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method (2 citations)
  • Subcritical Branching Processes in Random Environment with Immigration: Survival of a Single Family (2 citations)
  • Backward Nonlinear Smoothing Diffusions (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.

The top authors publishing in Theory of Probability and Its Applications (based on the number of publications) are:

  • Albert N. Shiryaev (36 papers) absent at the last edition,
  • Yu. V. Prokhorov (34 papers) absent at the last edition,
  • Yu. A. Rozanov (28 papers) absent at the last edition,
  • V. Yu. Korolev (23 papers) absent at the last edition,
  • Victor M. Kruglov (22 papers) absent at the last 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.

Only papers with recognized affiliations are considered

The top affiliations publishing in Theory of Probability and Its Applications (based on the number of publications) are:

  • National Research University – Higher School of Economics (18 papers) absent at the last edition,
  • Russian Academy of Sciences (14 papers) absent at the last edition,
  • Bielefeld University (8 papers) absent at the last edition,
  • Aarhus University (8 papers) absent at the last edition,
  • Steklov Mathematical Institute (8 papers) absent at the last 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, 83.33% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 20.00% were posted by at least one author from the top 10 institutions publishing in the journal. Another 0.00% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 60.00% of all publications and 20.00% 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.

Top Publications

  • Holder Estimates for Solutions of Parabolic SPDEs

    (2021)
    16 Citations
  • Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables

    (2022)
    7 Citations
  • Moment Inequalities for Linear and Nonlinear Statistics

    F. Götze;A. A. Naumov;A. N. Tikhomirov

    (2020)
    5 Citations
  • Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems

    (2021)
    5 Citations
  • Large Financial Markets, Discounting, and No Asymptotic Arbitrage

    D. Á. Bálint;M. Schweizer

    (2020)
    4 Citations
  • Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes

    (2023)
    3 Citations
  • Half-Spaces with Influential Variable

    D. Dzindzalieta;F. Götze

    (2020)
    2 Citations
  • The Life, Work, and Legacy of P. L. Chebyshev

    (2022)
    2 Citations
  • Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs

    (2022)
    2 Citations
  • Large Deviations for Stochastic Differential Equations Driven by Semimartingales

    (2024)
    1 Citations

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Best Scientists Contributing to This Journal