Editorial Policies

Focus and Scope

The main aim of the International Journal of Applied Mathematics & Statistics (IJAMAS) is to publish refereed, well-written original research articles, and studies that describe the latest research and developments in the area of applied mathematics and statistics. This is a broad-based journal covering all branches of mathematics, statistics and interdisciplinary research. International Journal of Applied Mathematics & Statistics is a peer-reviewed journal and published four times a year by CESER Publications with associations of Centre for Environment, Social & Economic Research, and Indian Society for Development and Environment Research.

 

The areas of interest include but are not limited to:

Mathematics

· Approximation Theory

· Combinatorics

· Lattices, Algebraic Structures

· General Algebraic Systems

· Number Theory

· Field Theory and Polynomials

· Rings and Algebras

· Algebraic Geometry

· Linear and Multilinear Algebra; Matrix Theory

· Category Theory; Homological Algebra

· Group Theory and Generalizations

· Topological Groups,

· Real Functions

· Measure Theory and Integration

· Functions of a Complex Variable

· Potential Theory

· Ordinary and Partial Differential Equations

· Dynamical Systems and Ergodic Theory

· Difference and Functional Equations

· Fourier Analysis

· Integral Equations

· Discrete Mathematics

· Fuzzy Mathematics

· Operator Theory

· Coding Theory

· Control Theory

· Cryptology, Geometry

· Information Fusion

· Neutrosophic Mathematics

· Graph Theory

· Functional Analysis

· Image Processing, Signal Processing and Tomography

· Calculus of Variations

· Algebraic Topology

· Mathematical Economics and Financial Mathematics

· Numerical Analysis

· Fluid Mechanics and Solid Mechanics

· Statistical Mechanics, Structure Of Matter

· Operations Research, Optimization

· Game Theory

· Mathematical Biology and Other Natural Sciences

· Wavelets and Wavelet Transforms

· Mathematical Physics

Statistics:

· Probability Theory,

· Stochastic Processes,

· Simulation, Parametric and Nonparametric Inference,

· Multivariate,

· Baysian Inference,

· Regression Analysis Estimation Theory,

· Decision Theory,

· Econometrics

· Statistical Tomography and Image Processing

· Sampling Theory Etc.

 

 

 

Section Policies

Articles

Checked Open Submissions Checked Indexed Checked Peer Reviewed
 

Peer Review Process

Reviewed, Abstracted and Indexed: The IJAMAS is reviewed, abstracted and indexed by the Mathematical Reviews; MathSciNet; Zentralblatt für Mathematik (Zentralblatt MATH); SCOPUS (Elsevier Bibliographic Databases); Statistical Theory and Method Abstracts (STMA-Z), Current Index to Statistics (CIS) [ The Current Index to Statistics (CIS) is a joint venture of the American Statistical Association & Institute of Mathematical Statistics, USA], International Abstracts in Operations Research (IAOR),  Indian Science Abstracts; Academic keys; JournalSeek, Ulrich's Periodicals Directory, Getcited…

 

Call for Papers: Recent Advances on q-Series: Theory and Applications

Call for Papers

 

Special Issue on

Recent Advances on q-Series: Theory and Applications

 

 

OBJECTIVES

 

The study of q-series goes back to Srinivasa Ramanujan (1887-1920), one of the world’s greatest mathematical geniuses, who made many spectacular discoveries in this field. Over the past decades, the topic of q-series has been a particularly active area of research. q-series have numerous applications and play a very important role in many fields. Recently, the study of q-series has popped up in such diverse areas as Lie algebras, quantum groups, statistical mechanics, physics, affine root systems, number theory, combinatorics, orthogonal polynomials, computer algebra, graphs, elliptic function theory, representation theory, as applications and connections to these areas have been found. Furthermore, the theory of q-series has been extensively enriched by the large amount of activity devoted to q-analogs of the classical special functions.

 

We invite authors to present their original research articles that will stimulate the continuing efforts in developing new results in the theory of q-series. The papers with relevant open problems, as well as review articles on topics of current research which present the state of the art in the field, are also welcome.

 

This Special Issue will become an international forum for researchers to summarize the most recent developments and ideas in the field of q-series and their applications.

 

TOPICS

 

The topics to be covered include, but are not limited to:

-          Summation of q-series, transformations of q-series

-          q-analogs of zeta functions, multiple q-zeta functions, Dirichlet series, L-series, special values

-          q-analogs of Bernoulli and Euler numbers and polynomials

-          q-integers, sums of powers, q-identities

-          q-continued fractions, theta functions

-          Congruences and conjectures for the partition function

-          q-special functions

 

 

SUBMISSION INFORMATION:

 

Prospective authors should submit an electronic copy of their complete manuscript to the issue Guest Editor-in-Chief (abagdasari@hotmail.com) with a covering letter and email a copy at ceser_info [at] yahoo.com . It is recommended to send the pdf version of the paper. Submission of a paper implies that it has not been published, and is not being considered for publication elsewhere. All manuscripts will be subject to peer review. If finally accepted, the articles must be formatted by the authors according to “Author Instructions” of the journal, which are located at http://www.ceser.res.in/ijamas.html

 

 

IMPORTANT DATES:

 

Deadline for Paper Submission:  20 July 2010
Paper Review Notification: 20 September 2010
Final Version Submission: 30 November 2010
Paper Acceptance: 30 December 2010

 

 

 

SPECIAL ISSUE Guest Editor-in-Chief:

 

Dr. Armen Bagdasaryan

Institution of the Russian Academy of Sciences,

V. A. Trapeznikov Institute for Control Sciences of RAS

65 Profsoyuznaya,

117997 Moscow, Russia

Email: abagdasari@hotmail.com

 

 

Call for Papers : Probability Distributions and Frequency Analysis (PDFA)

Call for Papers

 

 

Probability Distributions and Frequency Analysis (PDFA)

 

 

OBJECTIVES:

The objective of frequency analysis in a natural context is to infer the probability that various size events will be exceeded or not exceeded from a given sample of recorded events. Two basic problems exist for most natural applications. First the sample is usually small, by statistical standards, resulting in uncertainty as to the true probability. And secondly, a single theoretical frequency distribution does not always fit a particular data- type equally well in all applications. Regionalizing the probability distributions could improve the at-site estimates and estimate the future events for ungauged sites. The interaction between sites and also the variables is of interest for further research

This special issue would attempt to bring the new developments in Probability Distributions and Frequency Analysis and the applications in diverse environments.

 

 

TOPICS:

Topics include but are not limited to:

 

1.       Frequency Analysis of Natural Events: Flood, Droughts (agricultural, meteorological and hydrological), Low Flow, Rainfall, Wind Speed, Waves and Water Level, Water, soil and air pollution,  Earthquake, Landslide volumes, Vowels.

2.       New Development s in Probability Distributions (including parametric and non-parametric approaches)

Joint, conditional and mixed Probability Distributions (e.g. copula-based approaches), Higher Moments, Probability Weighted Moments, L-moments and Recent Developments.

3.       Probabilistic  Based Methods: e,g. Probabilistic Neural Network, Probabilistic Rational Method.

4.       Regionalization and Probability Distribution.

5.       Wavelets and Time-Frequency Analysis Technique

6.       Probability Density and Spectrum

 

 

SUBMISSION INFORMATION:

The manuscripts should be submitted to one of the issue Guest Editors with a covering letter. It is recommended to send the pdf version of the paper. All manuscripts will be subject to peer review. If finally accepted, the articles must be formatted by the authors according to "Author Instructions" of the journal (http://ceser.res.in/ijamas.html).

 

IMPORTANT DATES:

Deadline for Full Paper Submission: 31 May 2010

First Round of Paper Review Notification: 31 July 2010

Second Round of Paper Review Notification: 31 October 2010

Paper Acceptance: 30 December 2010

 

SPECIAL ISSUE Guest Editors:

Prof. Dr. Saeid Eslamian

(Guest Editor-in-Chief)

Department of Water

Isfahan University of Technology

Prof.eslamian@gmail.com

 

Call for Papers : Special Issue on “Parameter Estimation in Discretely Observed Stochastic Differential Equations”

Call for Papers

 

Special Issue on “Parameter Estimation in Discretely Observed Stochastic Differential Equations”

 

OBJECTIVES:

Stochastic differential equations (SDEs) are an exciting area which falls in the intersection of analysis, probability and applied mathematics. Parameter estimation in SDEs adds statistics component to this interdisciplinary area. It has vast applications in biology, economics, finance, oceanography and environmental science among other areas. Parameter estimation is an inverse problem. Though the model is continuous, the data are discrete in practice. For instance, in biology and medicine, for tumor growth modeling, which is  modeled in continuous-time,  the tumor volume is measured at discrete time while the unknown parameters such as the intrinsic growth rate (mitosis rate) of the tumor  and the tumor growth acceleration factor must be estimated from tumor volume data. In finance, the level and the speed of mean reversion and the volatility of the continuous time interest rate model needs to be estimated from interest rate data available at discrete time. Thus there are enormous challenges in this area in terms of developing theory, methods and applications.

 

TOPICS: Topics include but are not limited to:

  1. Parameter estimation for discretely observed diffusion processes
  2. Parameter estimation for discretely observed SDEs driven by Levy processes 
  3. Parameter estimation for discretely observed SDEs driven by fractional Brownian motions
  4. Parameter estimation for discretely observed stochastic volatility models
  5. Parameter estimation in discretely observed stochastic partial differential equations

(SPDEs)

  1. Numerical methods for SDEs and SPDEs, stochastic computing and Monte Carlo methods  
  2. Applications to mathematical finance (option pricing, credit risk)

 

SUBMISSION INFORMATION:

Before sending the paper, please read the “Author Instructions” (http://ceser.res.in/ijamas.html) of journal carefully. The manuscripts must be according to “Author Instructions” (http://ceser.res.in/ijamas.html) of journal and submitted to the special issue Guest Editor-in-Chief at j.bishwal@uncc.edu and copy to the Executive Editor IJAMAS (ceser_info@yahoo.com) with covering letter.

 

IMPORTANT DATES:

Deadline for Full Paper Submission: 20 February 2010
First Round of Paper Review Notification: 20 April 2010
Second Round of Paper Review Notification: 20 June 2010
Paper Acceptance: 30 July 2010

 

SPECIAL ISSUE Guest Editor-in-Chief:

 

Jaya Bishwal

Department of Mathematics and Statistics

University of North Carolina at Charlotte

9201 University City Blvd,

Charlotte, NC 28223, USA

Email: j.bishwal@uncc.edu



Other Journals:

International Journal of Applied Mathematics & Statistics (IJAMAS)

International Journal of Ecological Economics & Statistics  (IJEES)

Bulletin of Statistics & Economics (BSE)

International Journal of Tomography & Statistics (IJTS)

International Journal of Ecology & Development (IJED)

International Journal of Mathematics and Statistics (IJMS)

International Journal of Artificial Intelligence (IJAI)

International Journal of Imaging (IJI)

International Journal of Mathematics and Computation (IJMC)