Advances in Applied Probability

Article	Citations
Avalanches in a short-memory excitable network	14
An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries	12
Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima	10
Probability that n points are in convex position in a regular κ-gon: Asymptotic results	10
Single-item continuous-review inventory models with random supplies	9
Normal Approximation for Functions of Hidden Markov Models	9
Optimal entry and consumption under habit formation	9
Spectral analysis of bilateral birth–death processes: some new explicit examples	8
A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty	8
Fragmentations with self-similar branching speeds	8
Exact simulation of the genealogical tree for a stationary branching population and application to the asymptotics of its total length	7
Moments of Markovian growth–collapse processes	6
No arbitrage and multiplicative special semimartingales	6
APR volume 54 issue 4 Cover and Back matter	6
Interlacement limit of a stopped random walk trace on a torus	6
APR volume 55 issue 4 Cover and Back matter	6
APR volume 54 issue 4 Cover and Front matter	6
APR volume 55 issue 3 Cover and Front matter	6
Bootstrap percolation in inhomogeneous random graphs	5
The asymptotic tails of limit distributions of continuous-time Markov chains	5
Can Coherent Predictions be Contradictory?	4
Convergence of the height process of supercritical Galton–Watson forests with an application to the configuration model in the critical window	4
Topological reconstruction of compact supports of dependent stationary random variables	4
Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization	4
PDMP Monte Carlo methods for piecewise smooth densities	4

Central limit theorem for a birth–growth model with poisson arrivals and random growth speed	4
Moment-constrained optimal dividends: precommitment and consistent planning	4
Ordering and ageing properties of developed sequential order statistics governed by the Archimedean copula	4
Perfect sampling of stochastic matching models with reneging	4
Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models	3
APR volume 55 issue 3 Cover and Back matter	3
APR volume 54 issue 1 Cover and Front matter	3
Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks	3
Gaussian fluctuations for the two-urn model	3
Kelly and Jackson networks with interchangeable, cooperative servers	3
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration	3
The size of a Markovian SIR epidemic given only removal data	3
Sandwiched SDEs with unbounded drift driven by Hölder noises	3
On the asymptotic normality of persistent Betti numbers	3
Local limits of spatial inhomogeneous random graphs	3
Critical cluster cascades	3
Gaussian approximation and moderate deviations of Poisson shot noises with application to compound generalized Hawkes processes	3
A Monte Carlo algorithm for the extrema of tempered stable processes	2
Nash equilibrium structure of Cox process Hotelling games	2
The direct-connectedness function in the random connection model	2
Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process	2
On spatial matchings: The first-in-first-match case	2
Exact simulation of coupled Wright–Fisher diffusions	2
Continuum line-of-sight percolation on Poisson–Voronoi tessellations	2
Asymptotic results on tail moment and tail central moment for dependent risks	2
On a mixed singular/switching control problem with multiple regimes	2
APR volume 54 issue 2 Cover and Front matter	2
The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test	2
APR volume 53 issue 1 Cover and Front matter	2
Normal approximation in total variation for statistics in geometric probability	2
Functional limit theorems for the euler characteristic process in the critical regime	2
Limit theorems for critical branching processes in a finite-state-space Markovian environment	2
APR volume 56 issue 1 Cover and Back matter	2
Tail variance and confidence of using tail conditional expectation: analytical representation, capital adequacy, and asymptotics	2
Matrix calculations for moments of Markov processes	2
Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems	2
Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates	2
Homogenization of non-symmetric jump processes	2
Markov chain approximation of one-dimensional sticky diffusions	2
Improved Metropolis–Hastings algorithms via landscape modification with applications to simulated annealing and the Curie–Weiss model	2
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments	2
APR volume 55 issue 1 Cover and Front matter	1
The location of high-degree vertices in weighted recursive graphs with bounded random weights	1
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks	1
Stable systems with power law conditions for Poisson hail	1
On sparsity, power-law, and clustering properties of graphex processes - ADDENDUM	1
Discrete-time risk-aware optimal switching with non-adapted costs	1
From microscopic price dynamics to multidimensional rough volatility models	1
APR volume 56 issue 2 Cover and Front matter	1
Asymptotic expansion of the expected Minkowski functional for isotropic central limit random fields	1

Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes	1
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs	1
On optimal reinsurance in the presence of premium budget constraint and reinsurer’s risk limit	1
APR volume 55 issue 1 Cover and Back matter	1
An ephemerally self-exciting point process	1
Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations	1
On q-scale functions of spectrally negative Lévy processes	1
APR volume 55 issue 4 Cover and Front matter	1
APR volume 53 issue 3 Cover and Front matter	1
Conditions for indexability of restless bandits and an algorithm to compute whittle index – CORRIGENDUM	1
One-dimensional system arising in stochastic gradient descent	1
Degree distributions in recursive trees with fitnesses	1
APR volume 53 issue 2 Cover and Back matter	1
John’s walk	1
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains	1
Some results on the telegraph process driven by gamma components	1
Error bounds for one-dimensional constrained Langevin approximations for nearly density-dependent Markov chains	1
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment	1
Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes	1
Linking representations for multivariate extremes via a limit set	1
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models	1
Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations	1
Random stable-type minimal factorizations of the n-cycle	1
Heavy-traffic queue length behavior in a switch under Markovian arrivals	1
APR volume 53 issue 3 Cover and Back matter	1
Predicting the last zero before an exponential time of a spectrally negative Lévy process	1
The spread of an epidemic: a game-theoretic approach	1
A stochastic process on a network with connections to Laplacian systems of equations	1
An inaccuracy measure between non-explosive point processes with applications to Markov chains	1
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models	0
SINR percolation for Cox point processes with random powers	0
A stochastic matching model on hypergraphs	0
APR volume 56 issue 4 Cover and Front matter	0
On asymptotic fairness in voting with greedy sampling	0
APR volume 56 issue 3 Cover and Back matter	0
Average distance in a general class of scale-free networks	0
APR volume 56 issue 4 Cover and Back matter	0
PDE for the joint law of the pair of a continuous diffusion and its running maximum	0
On operator fractional Lévy motion: integral representations and time-reversibility	0
A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution to the Poisson equation of the deviation matrix	0
Convergence speed and approximation accuracy of numerical MCMC	0
APR volume 54 issue 3 Cover and Front matter	0
An extreme worst-case risk measure by expectile	0
Branching processes in random environments with thresholds	0
APR volume 56 issue 3 Cover and Front matter	0
APR volume 53 issue 1 Cover and Back matter	0
Upper large deviations for power-weighted edge lengths in spatial random networks	0
On equal-input and monotone Markov matrices	0
On gradual-impulse control of continuous-time Markov decision processes with exponential utility	0
Normal approximation for mixtures of normal distributions and the evolution of phenotypic traits	0
On decay–surge population models	0
Distributions of random variables involved in discrete censored δ-shock models	0
Model-independent pricing with insider information: a skorokhod embedding approach	0
APR volume 53 issue 2 Cover and Front matter	0
Limit theorems for continuous-state branching processes with immigration	0
Convergence of the derivative martingale for the branching random walk in time-inhomogeneous random environment	0
APR volume 54 issue 3 Cover and Back matter	0
Random intersection graphs with communities	0
An asymptotic approach to centrally planned portfolio selection	0
A dual risk model with additive and proportional gains: ruin probability and dividends	0
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes	0
Yaglom limit for stochastic fluid models	0
Subexponential potential asymptotics with applications	0
Unbiased filtering of a class of partially observed diffusions	0
A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility	0
Optimal stopping of Gauss–Markov bridges	0
A modification of the random cutting model	0
APR volume 55 issue 2 Cover and Front matter	0
Measuring reciprocity in a directed preferential attachment network	0
Ruin problems for epidemic insurance	0
Probability of total domination for transient reflecting processes in a quadrant	0
Tail asymptotics and precise large deviations for some Poisson cluster processes	0
On a random search tree: asymptotic enumeration of vertices by distance from leaves – CORRIGENDUM	0
APR volume 54 issue 2 Cover and Back matter	0
A large-scale particle system with independent jumps and distributed synchronization	0
Kingman’s model with random mutation probabilities: convergence and condensation I	0
The number of individuals alive in a branching process given only times of deaths	0
The fluid limit of a random graph model for a shared ledger	0
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities	0
Non-Gaussian fluctuations of randomly trapped random walks	0

A functional central limit theorem for SI processes on configuration model graphs	0
-Stable convergence of heavy-/light-tailed infinitely wide neural networks	0
Optimal risk sharing for lambda value-at-risk	0
APR volume 56 issue 2 Cover and Back matter	0
Variational inference for Markovian queueing networks	0
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis	0
Continuous-time locally stationary time series models	0
Optimal multiple stopping problem under nonlinear expectation	0
Fluctuations of the local times of the self-repelling random walk with directed edges	0
On model selection for dense stochastic block models	0
Approximations of geometrically ergodic reversible markov chains	0
Branching processes with interactions: subcritical cooperative regime	0
Local weak limit of preferential attachment random trees with additive fitness	0
Multidimensional random motions with a natural number of finite velocities	0
A generalised Dickman distribution and the number of species in a negative binomial process model	0
APR volume 55 issue 2 Cover and Back matter	0
An extended class of univariate and multivariate generalized Pólya processes	0
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	0
Moderate deviations of many-server queues via idempotent processes	0
On sparsity, power-law, and clustering properties of graphex processes	0
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime	0
The -Delaunay tessellation: Description of the model and geometry of typical cells	0
Construction of aggregation paradoxes through load-sharing models	0
Preservation of mean inactivity time ordering for coherent systems	0
Gradient estimation for smooth stopping criteria	0
An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits: Corrigendum	0
APR volume 56 issue 1 Cover and Front matter	0
Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States	0
Invariant Galton–Watson trees: metric properties and attraction with respect to generalized dynamical pruning	0
Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains	0
APR volume 54 issue 1 Cover and Back matter	0
Adaptation of a population to a changing environment in the light of quasi-stationarity	0
Convergence of hybrid slice sampling via spectral gap	0
Feller and ergodic properties of jump–move processes with applications to interacting particle systems	0
Measuring the suboptimality of dividend controls in a Brownian risk model	0
Spectral alignment of correlated Gaussian matrices	0
Conditions for indexability of restless bandits and an algorithm to compute Whittle index	0
Fair gambler’s ruin stochastically maximizes playing time	0
Extended reduced-form framework for non-life insurance	0
APR volume 53 issue 4 Cover and Front matter	0
Percolation phase transition in weight-dependent random connection models	0
Almost sure convergence and second moments of geometric functionals of fractal percolation	0
APR volume 53 issue 4 Cover and Back matter	0
Concentration of measure for graphon particle system	0
Strong convergence of an epidemic model with mixing groups	0
Probabilistic analysis of replicator–mutator equations	0
Thin-ended clusters in percolation in	0
Rough multi-factor volatility for SPX and VIX options	0
Sparse regular variation	0
Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching	0
Non-asymptotic control of the cumulative distribution function of Lévy processes	0
Exchangeable FGM copulas	0
Central limit theorem for bifurcating markov chains under L2-ergodic conditions	0
Some results on the supremum and on the first passage time of the generalized telegraph process	0
Antithetic multilevel particle filters	0
A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems	0
Sub-tree counts on hyperbolic random geometric graphs	0
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves	0
Bootstrap percolation in random geometric graphs	0
Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion	0
Survival of the flattest in the quasispecies model	0
Parking functions: interdisciplinary connections	0
Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions	0
Migration–contagion processes	0
Change of measure in a Heston–Hawkes stochastic volatility model	0
Optimal scaling of MCMC beyond Metropolis	0