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 2020-11-01 to 2024-11-01.)

Article	Citations
Exact simulation for multivariate Itô diffusions	15
On component failure in coherent systems with applications to maintenance strategies	13
Linking representations for multivariate extremes via a limit set	12
Markov chain approximation of one-dimensional sticky diffusions	12
Functional limit theorems for the euler characteristic process in the critical regime	10
Branching processes with interactions: subcritical cooperative regime	10
From microscopic price dynamics to multidimensional rough volatility models	9
Percolation phase transition in weight-dependent random connection models	9
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs	9
Draw-down Parisian ruin for spectrally negative Lévy processes	9
An ephemerally self-exciting point process	8
Conditions for indexability of restless bandits and an algorithm to compute Whittle index	8
A stochastic matching model on hypergraphs	8
Sparse regular variation	7
Measuring reciprocity in a directed preferential attachment network	6
Sandwiched SDEs with unbounded drift driven by Hölder noises	6
A functional central limit theorem for SI processes on configuration model graphs	6
Degree distributions in recursive trees with fitnesses	6
Can Coherent Predictions be Contradictory?	6
Unbiased filtering of a class of partially observed diffusions	6
Exact simulation of coupled Wright–Fisher diffusions	6
Mean and variance of balanced Pólya urns	5
SINR percolation for Cox point processes with random powers	5
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment	5
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models	4

Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration	4
Optimal entry and consumption under habit formation	4
Ruin problems for epidemic insurance	4
Continuum line-of-sight percolation on Poisson–Voronoi tessellations	4
Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks	4
Central limit theorem for bifurcating markov chains under L²-ergodic conditions	4
Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations	4
Bootstrap percolation in inhomogeneous random graphs	4
Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States	3
Limit theorems for multi-type general branching processes with population dependence	3
Discrete-time risk-aware optimal switching with non-adapted costs	3
Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization	3
Non-Gaussian fluctuations of randomly trapped random walks	3
Spectral alignment of correlated Gaussian matrices	3
Approximations of geometrically ergodic reversible markov chains	3
Asymptotic results on tail moment and tail central moment for dependent risks	3
The -Delaunay tessellation: Description of the model and geometry of typical cells	3
On sparsity, power-law, and clustering properties of graphex processes	3
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis	3
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes	3
Moment-constrained optimal dividends: precommitment and consistent planning	3
The fluid limit of a random graph model for a shared ledger	3
Distributions of random variables involved in discrete censored δ-shock models	2
Kingman’s model with random mutation probabilities: convergence and condensation I	2
On operator fractional Lévy motion: integral representations and time-reversibility	2
Probability of total domination for transient reflecting processes in a quadrant	2
Antithetic multilevel particle filters	2
On q-scale functions of spectrally negative Lévy processes	2
Matrix calculations for moments of Markov processes	2
The location of high-degree vertices in weighted recursive graphs with bounded random weights	2
A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty	2
On gradual-impulse control of continuous-time Markov decision processes with exponential utility	2
Sub-tree counts on hyperbolic random geometric graphs	2
Construction of aggregation paradoxes through load-sharing models	2
Exchangeable FGM copulas	2
Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points	2
Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes	2
Local limits of spatial inhomogeneous random graphs	2
Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities	2
A generalised Dickman distribution and the number of species in a negative binomial process model	2
Fair gambler’s ruin stochastically maximizes playing time	2
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models	2
Random intersection graphs with communities	2
On equal-input and monotone Markov matrices	2
Some results on the telegraph process driven by gamma components	2
The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test	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
Normal Approximation for Functions of Hidden Markov Models	1
Yaglom limit for stochastic fluid models	1

Continuous-time locally stationary time series models	1
Geometric functionals of fractal percolation	1
-Stable convergence of heavy-/light-tailed infinitely wide neural networks	1
Subexponential potential asymptotics with applications	1
Optimal multiple stopping problem under nonlinear expectation	1
Gradient estimation for smooth stopping criteria	1
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves	1
John’s walk	1
Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems	1
Perfect sampling of stochastic matching models with reneging	1
Probabilistic analysis of replicator–mutator equations	1
Avalanches in a short-memory excitable network	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
Preservation of mean inactivity time ordering for coherent systems	1
Model-independent pricing with insider information: a skorokhod embedding approach	1
On model selection for dense stochastic block models	1
Multidimensional random motions with a natural number of finite velocities	1
Invariant Galton–Watson trees: metric properties and attraction with respect to generalized dynamical pruning	1
Parking functions: interdisciplinary connections	1
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	1
Conditions for indexability of restless bandits and an algorithm to compute whittle index – CORRIGENDUM	1
Limit theorems for critical branching processes in a finite-state-space Markovian environment	1
Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process	1
An extreme worst-case risk measure by expectile	1
Moments of Markovian growth–collapse processes	1
Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions	1
Upper large deviations for power-weighted edge lengths in spatial random networks	1
Adaptation of a population to a changing environment in the light of quasi-stationarity	1
Corrigendum to: Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes	1
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities	1
Local weak limit of preferential attachment random trees with additive fitness	1
Optimal scaling of MCMC beyond Metropolis	1
A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility	1
Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime	1
A stochastic process on a network with connections to Laplacian systems of equations	1
Homogenization of non-symmetric jump processes	1
On a mixed singular/switching control problem with multiple regimes	1
Fluctuations of the local times of the self-repelling random walk with directed edges	1