Advances in Applied Probability

Article	Citations
APR volume 54 issue 4 Cover and Back matter	17
No arbitrage and multiplicative special semimartingales	12
Bootstrap percolation in inhomogeneous random graphs	11
Topological reconstruction of compact supports of dependent stationary random variables	10
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration	10
An ephemerally self-exciting point process	9
Linking representations for multivariate extremes via a limit set	9
Improved Metropolis–Hastings algorithms via landscape modification with applications to simulated annealing and the Curie–Weiss model	8
Exact simulation of coupled Wright–Fisher diffusions	8
The asymptotics of the expected Betti numbers of preferential attachment clique complexes	7
Discrete-time risk-aware optimal switching with non-adapted costs	7
John’s walk	7
Heavy-traffic queue length behavior in a switch under Markovian arrivals	6
Some results on the telegraph process driven by gamma components	6
APR volume 55 issue 1 Cover and Back matter	6
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models	6
Bankruptcy probabilities under non-poisson inspection	6
On a random search tree: asymptotic enumeration of vertices by distance from leaves – CORRIGENDUM	6
Optimal multiple stopping problem under nonlinear expectation	5
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves	5
Gradient estimation for smooth stopping criteria	5
Exchangeable FGM copulas	5
Predicting the last zero before an exponential time of a spectrally negative Lévy process	5
Preservation of mean inactivity time ordering for coherent systems	4
APR volume 54 issue 1 Cover and Back matter	4

Spectral alignment of correlated Gaussian matrices	4
Antithetic multilevel particle filters	4
Moderate deviations of many-server queues via idempotent processes	4
Approximations of geometrically ergodic reversible markov chains	4
PDMP Monte Carlo methods for piecewise smooth densities	3
Variational inference for Markovian queueing networks	3
The number of individuals alive in a branching process given only times of deaths	3
APR volume 56 issue 4 Cover and Back matter	3
Gaussian approximation and moderate deviations of Poisson shot noises with application to compound generalized Hawkes processes	3
On asymptotic fairness in voting with greedy sampling	3
Central limit theorem for a birth–growth model with poisson arrivals and random growth speed	3
Avalanches in a short-memory excitable network	3
Unbiased filtering of a class of partially observed diffusions	3
APR volume 54 issue 2 Cover and Front matter	2
Stable systems with power law conditions for Poisson hail	2
APR volume 54 issue 1 Cover and Front matter	2
On decay–surge population models	2
An asymptotic approach to centrally planned portfolio selection	2
APR volume 56 issue 2 Cover and Back matter	2
A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems	2
Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes	2
The spread of an epidemic: a game-theoretic approach	2
On the asymptotic normality of persistent Betti numbers	2
A central limit theorem for jump diffusion processes in the presence of round-off errors	2
Degree distributions in recursive trees with fitnesses	2
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes	2
APR volume 53 issue 4 Cover and Back matter	2
APR volume 54 issue 3 Cover and Back matter	2
On q-scale functions of spectrally negative Lévy processes	2
Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models	2
Critical cluster cascades	2
Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization	2
APR volume 53 issue 2 Cover and Back matter	2
Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes	2
APR volume 56 issue 4 Cover and Front matter	2
APR volume 56 issue 3 Cover and Back matter	2
Percolation phase transition in weight-dependent random connection models	2
APR volume 56 issue 2 Cover and Front matter	2
Normal approximation in total variation for statistics in geometric probability	2
A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty	1
Asymptotic expansion of the expected Minkowski functional for isotropic central limit random fields	1
Probabilistic analysis of replicator–mutator equations	1
APR volume 53 issue 3 Cover and Front matter	1
A functional central limit theorem for SI processes on configuration model graphs	1
Survival of the flattest in the quasispecies model	1
A large-scale particle system with independent jumps and distributed synchronization	1
On model selection for dense stochastic block models	1
Ruin problems for epidemic insurance	1
Optimal scaling of MCMC beyond Metropolis	1
Probabilistic voting models with varying speeds of Correlation decay	1

Random stable-type minimal factorizations of the n-cycle	1
An extreme worst-case risk measure by expectile	1
An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries	1
APR volume 53 issue 3 Cover and Back matter	1
Kelly and Jackson networks with interchangeable, cooperative servers	1
The direct-connectedness function in the random connection model	1
Approximation of the invariant measure for stable stochastic differential equations by the Euler–Maruyama scheme with decreasing step sizes	1
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	1
Almost sure convergence and second moments of geometric functionals of fractal percolation	1
Conditions for indexability of restless bandits and an algorithm to compute Whittle index	1
Bootstrap percolation in random geometric graphs	1
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities	1
Convergence of hybrid slice sampling via spectral gap	1
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	1
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment	1
A Monte Carlo algorithm for the extrema of tempered stable processes	1
Spectral analysis of bilateral birth–death processes: some new explicit examples	1
Sparse regular variation	1
Convergence of the derivative martingale for the branching random walk in time-inhomogeneous random environment	1
Conditions for indexability of restless bandits and an algorithm to compute whittle index – CORRIGENDUM	1
Optimal risk sharing for lambda value-at-risk	1
Fair gambler’s ruin stochastically maximizes playing time	1
APR volume 56 issue 3 Cover and Front matter	1
Probability of total domination for transient reflecting processes in a quadrant	1
A modification of the random cutting model	1
Strong convergence of an epidemic model with mixing groups	1
Measuring reciprocity in a directed preferential attachment network	1
Random intersection graphs with communities	1
Limit theorems for critical branching processes in a finite-state-space Markovian environment	1
Ordering and ageing properties of developed sequential order statistics governed by the Archimedean copula	1
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments	0
Error bounds for one-dimensional constrained Langevin approximations for nearly density-dependent Markov chains	0
Branching processes in random environments with thresholds	0
Tail variance and confidence of using tail conditional expectation: Analytical representation, capital adequacy, and asymptotics	0
On a mixed singular/switching control problem with multiple regimes	0
Limit theorems for continuous-state branching processes with immigration	0
From microscopic price dynamics to multidimensional rough volatility models	0
Sandwiched SDEs with unbounded drift driven by Hölder noises	0
Extended reduced-form framework for non-life insurance	0
Invariant Galton–Watson trees: metric properties and attraction with respect to generalized dynamical pruning	0
A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility	0
PDE for the joint law of the pair of a continuous diffusion and its running maximum	0
Non-Gaussian fluctuations of randomly trapped random walks	0
Rough multi-factor volatility for SPX and VIX options	0
An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits: Corrigendum	0
APR volume 55 issue 2 Cover and Front matter	0
An inaccuracy measure between non-explosive point processes with applications to Markov chains	0
Moderate deviations of many–server queues via idempotent processes – Corrigendum	0
Upper large deviations for power-weighted edge lengths in spatial random networks	0
On operator fractional Lévy motion: integral representations and time-reversibility	0
Single-item continuous-review inventory models with random supplies	0
Normal Approximation for Functions of Hidden Markov Models	0
Change of measure in a Heston–Hawkes stochastic volatility model	0
Central limit theorem for bifurcating markov chains under L2-ergodic conditions	0
Optimal entry and consumption under habit formation	0
APR volume 55 issue 4 Cover and Back matter	0
Continuum line-of-sight percolation on Poisson–Voronoi tessellations	0
Non-asymptotic control of the cumulative distribution function of Lévy processes	0
Adaptation of a population to a changing environment in the light of quasi-stationarity	0
Concentration of measure for graphon particle system	0
On optimal reinsurance in the presence of premium budget constraint and reinsurer’s risk limit	0
On gradual-impulse control of continuous-time Markov decision processes with exponential utility	0
APR volume 53 issue 4 Cover and Front matter	0
APR volume 55 issue 1 Cover and Front matter	0
Moments of Markovian growth–collapse processes	0
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of stationary higher-order Markov chains	0
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime	0
Markov chain approximation of one-dimensional sticky diffusions	0
Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion	0
APR volume 55 issue 2 Cover and Back matter	0
Local limits of spatial inhomogeneous random graphs	0
APR volume 55 issue 4 Cover and Front matter	0
Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations	0
Asymptotic results on tail moment and tail central moment for dependent risks	0
APR volume 55 issue 3 Cover and Back matter	0
Phase-type representations for exponential distributions	0
APR volume 56 issue 1 Cover and Back matter	0
-Stable convergence of heavy-/light-tailed infinitely wide neural networks	0
Local weak limit of preferential attachment random trees with additive fitness	0
A generalised Dickman distribution and the number of species in a negative binomial process model	0

Yaglom limit for stochastic fluid models	0
Feller and ergodic properties of jump–move processes with applications to interacting particle systems	0
Thin-ended clusters in percolation in	0
A dual risk model with additive and proportional gains: ruin probability and dividends	0
Migration–contagion processes	0
Fragmentations with self-similar branching speeds	0
Perfect sampling of stochastic matching models with reneging	0
SINR percolation for Cox point processes with random powers	0
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis	0
Convergence of the height process of supercritical Galton–Watson forests with an application to the configuration model in the critical window	0
APR volume 54 issue 4 Cover and Front matter	0
The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test	0
APR volume 53 issue 2 Cover and Front matter	0
A stochastic matching model on hypergraphs	0
Some results on the supremum and on the first passage time of the generalized telegraph process	0
APR volume 55 issue 3 Cover and Front matter	0
Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks	0
Distributions of random variables involved in discrete censored δ-shock models	0
Perturbation theory for killed Markov processes and quasi-stationary distributions	0
Radially geometric stable distributions and processes	0
One-dimensional system arising in stochastic gradient descent	0
On sparsity, power-law, and clustering properties of graphex processes	0
Optimal stopping of Gauss–Markov bridges	0
Parking functions: interdisciplinary connections	0
Probability that n points are in convex position in a regular κ-gon: Asymptotic results	0
Subexponential potential asymptotics with applications	0
Nash equilibrium structure of Cox process Hotelling games	0
On spatial matchings: The first-in-first-match case	0
Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems	0
Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks	0
Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates	0
On equal-input and monotone Markov matrices	0
A stochastic process on a network with connections to Laplacian systems of equations	0
Homogenization of non-symmetric jump processes	0
Construction of aggregation paradoxes through load-sharing models	0
An extended class of univariate and multivariate generalized Pólya processes	0
A non-convex optimization approach of searching algebraic degree phase-type representations for general phase-type distributions	0
Optimal inventory control with state-dependent jumps	0
Multidimensional random motions with a natural number of finite velocities	0
Convergence speed and approximation accuracy of numerical MCMC	0
Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains	0
APR volume 54 issue 3 Cover and Front matter	0
APR volume 56 issue 1 Cover and Front matter	0
Sub-tree counts on hyperbolic random geometric graphs	0
The -Delaunay tessellation: Description of the model and geometry of typical cells	0
Interlacement limit of a stopped random walk trace on a torus	0
Exact simulation of the genealogical tree for a stationary branching population and application to the asymptotics of its total length	0
Average distance in a general class of scale-free networks	0
APR volume 54 issue 2 Cover and Back matter	0
Discounted optimal stopping zero-sum games in diffusion type models with maxima and minima	0
The asymptotic tails of limit distributions of continuous-time Markov chains	0
Matrix calculations for moments of Markov processes	0
Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions	0
Tail asymptotics and precise large deviations for some Poisson cluster processes	0
Moment-constrained optimal dividends: precommitment and consistent planning	0
The size of a Markovian SIR epidemic given only removal data	0
Kingman’s model with random mutation probabilities: convergence and condensation I	0
Fluctuations of the local times of the self-repelling random walk with directed edges	0
On sparsity, power-law, and clustering properties of graphex processes - ADDENDUM	0
Continuous-time locally stationary time series models	0
Measuring the suboptimality of dividend controls in a Brownian risk model	0
Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations	0
Gaussian fluctuations for the two-urn model	0
The location of high-degree vertices in weighted recursive graphs with bounded random weights	0