OOIR: Observatory of International Research

Papers

(The median citation count of Advances in Applied Probability is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-04-01 to 2024-04-01.)

Article	Citations
Renewal in Hawkes processes with self-excitation and inhibition	20
On component failure in coherent systems with applications to maintenance strategies	13
Exact simulation for multivariate Itô diffusions	13
One- versus multi-component regular variation and extremes of Markov trees	10
Limit theorems for sequential MCMC methods	10
Markov chain approximation of one-dimensional sticky diffusions	10
Linking representations for multivariate extremes via a limit set	9
Absorption probabilities for Gaussian polytopes and regular spherical simplices	9
Functional limit theorems for the euler characteristic process in the critical regime	8
Branching processes with interactions: subcritical cooperative regime	8
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs	8
From microscopic price dynamics to multidimensional rough volatility models	7
Percolation phase transition in weight-dependent random connection models	7
Draw-down Parisian ruin for spectrally negative Lévy processes	7
Central limit theorems for coupled particle filters	6
Sparse regular variation	6
Conditions for indexability of restless bandits and an algorithm to compute Whittle index	6
Unbiased filtering of a class of partially observed diffusions	5
An ephemerally self-exciting point process	5
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment	5
Mean reflected stochastic differential equations with jumps	5
SINR percolation for Cox point processes with random powers	5
Mean and variance of balanced Pólya urns	5
Can Coherent Predictions be Contradictory?	5
A functional central limit theorem for SI processes on configuration model graphs	4

Measuring reciprocity in a directed preferential attachment network	4
Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks	4
Ruin problems for epidemic insurance	4
A stochastic matching model on hypergraphs	4
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models	4
Sandwiched SDEs with unbounded drift driven by Hölder noises	4
Failure rate properties of parallel systems	4
Central limit theorem for bifurcating markov chains under L²-ergodic conditions	4
Exact simulation of coupled Wright–Fisher diffusions	4
The -Delaunay tessellation: Description of the model and geometry of typical cells	3
Limit theorems for multi-type general branching processes with population dependence	3
Out-of-equilibrium random walks	3
Bootstrap percolation in inhomogeneous random graphs	3
Optimal entry and consumption under habit formation	3
The equilibrium states of large networks of Erlang queues	3
Degree distributions in recursive trees with fitnesses	3
Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations	3
Moment-constrained optimal dividends: precommitment and consistent planning	3
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis	3
Mean square rate of convergence for random walk approximation of forward-backward SDEs	3
Continuum line-of-sight percolation on Poisson–Voronoi tessellations	3
Speed and concentration of the covering time for structured coupon collectors	3
A generalised Dickman distribution and the number of species in a negative binomial process model	2
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models	2
Construction of aggregation paradoxes through load-sharing models	2
On operator fractional Lévy motion: integral representations and time-reversibility	2
Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States	2
Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points	2
Discrete-time risk-aware optimal switching with non-adapted costs	2
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration	2
A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty	2
Non-Gaussian fluctuations of randomly trapped random walks	2
On gradual-impulse control of continuous-time Markov decision processes with exponential utility	2
Spectral alignment of correlated Gaussian matrices	2
Random intersection graphs with communities	2
Approximations of geometrically ergodic reversible markov chains	2
Some results on the telegraph process driven by gamma components	2
Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes	2
Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates	2
Spectral analysis of bilateral birth–death processes: some new explicit examples	2
The fluid limit of a random graph model for a shared ledger	2
Fair gambler’s ruin stochastically maximizes playing time	2
On sparsity, power-law, and clustering properties of graphex processes	2
Stability and moment bounds under utility-maximising service allocations: Finite and infinite networks	2
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes	2
On q-scale functions of spectrally negative Lévy processes	2
Explicit asymptotics on first passage times of diffusion processes	2
Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities	2
On equal-input and monotone Markov matrices	1
The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test	1

Avalanches in a short-memory excitable network	1
Distributions of random variables involved in discrete censored δ-shock models	1
Kingman’s model with random mutation probabilities: convergence and condensation I	1
Geometric functionals of fractal percolation	1
Model-independent pricing with insider information: a skorokhod embedding approach	1
Samples with a limit shape, multivariate extremes, and risk	1
Functional central limit theorems and moderate deviations for Poisson cluster processes	1
Multidimensional random motions with a natural number of finite velocities	1
Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process	1
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	1
On a mixed singular/switching control problem with multiple regimes	1
A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility	1
Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems	1
Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization	1
Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions	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
Adaptation of a population to a changing environment in the light of quasi-stationarity	1
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities	1
Probability of total domination for transient reflecting processes in a quadrant	1
John’s walk	1
Gradient estimation for smooth stopping criteria	1
Homogenization of non-symmetric jump processes	1
Parking functions: interdisciplinary connections	1
Local limits of spatial inhomogeneous random graphs	1
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime	1
Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices	1
Normal Approximation for Functions of Hidden Markov Models	1
Sub-tree counts on hyperbolic random geometric graphs	1
Yaglom limit for stochastic fluid models	1
On model selection for dense stochastic block models	1
Corrigendum to: Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes	1
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves	1
Subexponential potential asymptotics with applications	1
Improved queue-size scaling for input-queued switches via graph factorization	1
Exchangeable FGM copulas	1
Asymptotic results on tail moment and tail central moment for dependent risks	1