OOIR: Observatory of International Research

Papers

(The TQCC of Advances in Applied Probability is 2. 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
Markov chain approximation of one-dimensional sticky diffusions	12
Linking representations for multivariate extremes via a limit set	12
Branching processes with interactions: subcritical cooperative regime	10
Functional limit theorems for the euler characteristic process in the critical regime	10
Draw-down Parisian ruin for spectrally negative Lévy processes	9
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
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
Unbiased filtering of a class of partially observed diffusions	6
Exact simulation of coupled Wright–Fisher diffusions	6
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
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment	5
Mean and variance of balanced Pólya urns	5
SINR percolation for Cox point processes with random powers	5
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
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
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
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
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
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