Journal of Applied Probability

Article	Citations
JPR volume 60 issue 2 Cover and Front matter	18
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias	13
JPR volume 61 issue 1 Cover and Back matter	13
Branching processes in nearly degenerate varying environment	12
Ruin probabilities in a Markovian shot-noise environment	8
Sufficientness postulates for measure-valued Pólya urn sequences	7
On supercritical branching processes with emigration	7
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes	6
Coupling results and Markovian structures for number representations of continuous random variables	6
JPR volume 61 issue 4 Cover and Front matter	6
Averaging principle for the fast–slow McKean–Vlasov stochastic differential equations driven by mixed fractional Brownian motion	6
Regeneration of branching processes with immigration in varying environments – Erratum	6
Extinction time of the logistic process	6
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	6
Asymptotics of the overflow in urn models	6
Persistence of spectral projections for stochastic operators on large tensor products	6
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	6
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	6
Characterization of random variables with stationary digits	6
Workload analysis of a two-queue fluid polling model	5
Generalizations of forest fires with ignition at the origin	5
On the comparison of Shapley values for variance and standard deviation games	5
Cover time for branching random walks on regular trees	5
Reflection principle for finite-velocity random motions	5
JPR volume 59 issue 3 Cover and Back matter	5

First-passage time for Sinai’s random walk in a random environment	5
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions	5
Sharp large deviations and concentration inequalities for the number of descents in a random permutation	5
Regeneration of branching processes with immigration in varying environments	5
Asymptotic results for sums and extremes	4
Uncertainty quantification and confidence intervals for naive rare-event estimators	4
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model	4
Asymptotic persistence time formulae for multitype birth–death processes	4
Super-replication of life-contingent options under the Black–Scholes framework	4
Long range dependence of heavy-tailed random functions	4
Widths of crossings in Poisson Boolean percolation	4
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails	4
Stein’s method and approximating the multidimensional quantum harmonic oscillator	4
JPR volume 61 issue 3 Cover and Back matter	4
Prevalence of deficiency-zero reaction networks in an Erdös–Rényi framework	4
A non-homogeneous alternating renewal process model for interval censoring	4
An adjacent-swap Markov chain on coalescent trees	3
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	3
Extrema of multi-dimensional Gaussian processes over random intervals	3
Limiting shape for first-passage percolation models on random geometric graphs	3
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	3
Buffon’s problem determines Gaussian curvature in three geometries	3
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal	3
Tree trace reconstruction using subtraces	3
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise	3
Subgeometric ergodicity and β-mixing	3
Matrix representations of Wiener–Hopf factorisations for Lévy processes	3
Arcsine laws for random walks generated from random permutations with applications to genomics	3
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms	3
Optimal allocation of relevations in coherent systems	3
Disorder detection with costly observations	3
Inequalities and bounds for expected order statistics from transform-ordered families	3
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process	3
Mutually interacting superprocesses with migration	3
The number of K-tons in the coupon collector problem	3
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	3
Anomalous recurrence of Markov chains on negatively curved manifolds	3
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes	3
Characteristics of the switch process and geometric divisibility	3
Characterization theorems for pseudo cross-variograms	3
JPR volume 61 issue 1 Cover and Front matter	3
Further properties of fractional stochastic dominance	3
With or without replacement? Sampling uncertainty in Shepp’s urn scheme	3
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	2
Moderate deviations inequalities for Gaussian process regression	2
Strong convergence of peaks over a threshold	2
Stopping problems with an unknown state	2
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models	2
Short-time behavior of solutions to Lévy-driven stochastic differential equations	2
JPR volume 60 issue 4 Cover and Front matter	2

Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency	2
Rate of convergence for particle approximation of PDEs in Wasserstein space	2
Transition density of an infinite-dimensional diffusion with the jack parameter	2
Log-concavity and other concepts of bivariate increasing failure rate distributions	2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	2
Limit theorems for random points in a simplex	2
On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex	2
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity	2
JPR volume 60 issue 4 Cover and Back matter	2
A large deviation theorem for a supercritical super-Brownian motion with absorption	2
Monotonicity of implied volatility for perpetual put options	2
Infinite-horizon Fuk–Nagaev inequalities	2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes	2
Fast mixing of a randomized shift-register Markov chain	2
Maximum likelihood estimation for spinal-structured trees	2
JPR volume 58 issue 3 Cover and Back matter	2
JPR volume 58 issue 4 Cover and Back matter	2
On some semi-parametric estimates for European option prices	2
Pathwise large deviations for the rough Bergomi model: Corrigendum	2
Relative entropy bounds for sampling with and without replacement	2
A deep look into the dagum family of isotropic covariance functions	2
De Finetti’s control problem with a concave bound on the control rate	2
Scaling limit of the local time of random walks conditioned to stay positive	2
Interacting urns on directed networks with node-dependent sampling and reinforcement – CORRIGENDUM	2
Transience of continuous-time conservative random walks	2
Computing minimal signature of coherent systems through matrix-geometric distributions	2
Chase–escape in dynamic device-to-device networks	2
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	2
An efficient method for generating a discrete uniform distribution using a biased random source	2
Rates for the SLLN for long-memory and heavy-tailed processes	2
Aging notions, stochastic orders, and expected utilities	2
Approximation and estimation of scale functions for spectrally negative Lévy processes	1
On the forward algorithm for stopping problems on continuous-time Markov chains	1
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities	1
On local weak limit and subgraph counts for sparse random graphs	1
The Bruss–Robertson–Steele inequality	1
Reciprocal properties of random fields on undirected graphs	1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails	1
Interacting urns on a finite directed graph	1
Skew brownian motion and complexity of the alps algorithm	1
JPR volume 59 issue 1 Cover and Back matter	1
Stochastic ordering results on the duration of the gambler’s ruin game	1
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance	1
Local convergence of critical Galton–Watson trees	1
Mixing time bounds for edge flipping on regular graphs	1
JPR volume 60 issue 1 Cover and Back matter	1
A Dynamic Taylor’s law	1
An averaging process on hypergraphs	1
Accelerated group sequential sampling	1
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices	1
Applied Probability Trust prizes 2021	1
Pricing and hedging for a sticky diffusion	1
Majorization and randomness measures	1
Non-hyperuniformity of Gibbs point processes with short-range interactions	1
JPR volume 58 issue 3 Cover and Front matter	1
Large deviations of extremal eigenvalues of sample covariance matrices	1
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables	1
Weakly interacting oscillators on dense random graphs	1
Exponential decay for constrained-degree percolation	1
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	1
On relevation redundancy to coherent systems at component and system levels	1
A growth-fragmentation model connected to the ricocheted stable process	1
Approximation with ergodic processes and testability	1
The Markov chain embedding problem in a one-jump setting	1
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution	1
Robustness of iterated function systems of Lipschitz maps	1
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	1
Online matching for the multiclass stochastic block model	1
Applied Probability Trust prizes 2024	1
Random population dynamics under catastrophic events	1
General drawdown of general tax model in a time-homogeneous Markov framework	1
Inverse clustering of Gibbs partitions via independent fragmentation and dual dependent coagulation operators	1
The dutch draw: constructing a universal baseline for binary classification problems	1
On the probability of rumour survival among sceptics	1
Bounding the difference between the values of robust and non-robust Markov decision problems	1
JPR volume 60 issue 3 Cover and Back matter	1
Recurrence and transience of a Markov chain on $\mathbb Z$ + and evaluation of prior distributions for a Poisson mean	1
Perturbation analysis for continuous-time Markov chains in a weak sense	1
Stationary measures and the continuous-state branching process conditioned on extinction	1
JPR volume 60 issue 3 Cover and Front matter	1

Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	1
On the speed of convergence of discrete Pickands constants to continuous ones	1
On extremes of random clusters and marked renewal cluster processes	1
Generalized limit theorems forU-max statistics	1
On a time-changed variant of the generalized counting process	1
Martingale approach to gambler’s ruin problem for correlated randomwalks	1
Discounted optimal stopping problems in first-passage time models with random thresholds	1
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs	1
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing	1
Large deviations of Poisson Telecom processes	1
Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation	1
Estimating tails of independently stopped random walks using concave approximations of hazard functions	1
Applied Probability Trust prizes 2022	1
Applied Probability Trust prizes 2023	1
The proportion of triangles in a class of anisotropic Poisson line tessellations	1
Explosion of continuous-state branching processes with competition in a Lévy environment	1
On Tournaments and negative dependence	1
On the joint survival probability of two collaborating firms	1
Information-theoretic convergence of extreme values to the Gumbel distribution	1
Scaling limits of branching random walks and branching-stable processes	1
The replicator coalescent	0
The real-time growth rate of stochastic epidemics on random intersection graphs	0
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations	0
Lower bound for the expected supremum of fractional brownian motion using coupling	0
A spatial mutation model with increasing mutation rates	0
JPR volume 61 issue 3 Cover and Front matter	0
Optimal redundancy allocation in coherent systems with heterogeneous dependent components	0
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems	0
Sojourn functionals for spatiotemporal Gaussian random fields with long memory	0
Sample path moderate deviations for non-stationary power-law shot noise processes	0
Reliability analyses of linear two-dimensional consecutive k-type systems	0
On point processes defined by angular conditions on Delaunay neighbors in the Poisson–Voronoi Tessellation	0
JPR volume 60 issue 1 Cover and Front matter	0
Simple analytical solutions for the , , and related queues	0
Gromov–Wasserstein distances between Gaussian distributions	0
Optimal stopping under g-Expectation with -integrable reward process	0
Interacting urns on directed networks with node-dependent sampling and reinforcement	0
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions	0
Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain	0
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller	0
Quenched worst-case scenario for root deletion in targeted cutting of random recursive trees	0
SIR epidemics driven by Feller processes	0
Ergodic properties of the Hawkes process with a general excitation kernel	0
Optimal stopping methodology for the secretary problem with random queries	0
Coherent distributions on the square–extreme points and asymptotics	0
The hit-and-run version of top-to-random	0
A transport process on graphs and its limiting distributions	0
An elementary approach to component sizes in critical random graphs	0
Necessity of weak subordination for some strongly subordinated Lévy processes	0
Rate of strong convergence to Markov-modulated Brownian motion	0
A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes	0
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models	0
Asymptotic behaviour of the first positions of uniform parking functions	0
Coexistence of lazy frogs on	0
On intersection probabilities of four lines inside a planar convex domain	0
Daryl John Daley, 4 April 1939 – 16 April 2023 An internationally acclaimed researcher in applied probability and a gentleman of great kindness	0
The elephant random walk in the triangular array setting	0
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials	0
Discounted probability of exponential parisian ruin: Diffusion approximation	0
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions	0
Moderate deviations for weight-dependent random connection models	0
Competing risks and shock models governed by a generalized bivariate Poisson process	0
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes	0
Mean-field analysis of stochastic networks with reservation	0
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	0
On connectivity and robustness of random graphs with inhomogeneity	0
A confirmation of a conjecture on Feldman’s two-armed bandit problem	0
JPR volume 59 issue 4 Cover and Front matter	0
Central limit theorem in complete feedback games	0
R-positivity and existence of zero-temperature limits of Gibbs measures on nearest neighbors matrices – CORRIGENDUM	0
Boolean percolation on digraphs and random exchange processes	0
On the splitting and aggregating of Hawkes processes	0
The shape of a seed bank tree	0
A central limit theorem for conservative fragmentation chains	0
Graph distances in scale-free percolation: the logarithmic case	0
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods	0
The unified extropy and its versions in classical and Dempster–Shafer theories	0
Optimal multiple stopping problem with irregular reward	0
Sharp rates of convergence in the Hausdorff metric for some compactly supported stationary sequences	0
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	0
An ergodic theorem for the weighted ensemble method	0
Optimal coupling of jumpy Brownian motion on the circle	0
Stochastic properties of generalized finite mixture models with dependent components	0
On a wider class of prior distributions for graphical models	0
Weak convergence of adaptive Markov chain Monte Carlo	0
JPR volume 60 issue 2 Cover and Back matter	0
Variations of the elephant random walk	0
Exact simulation of extrinsic stress-release processes	0
Time-convergent random matrices from mean-field pinned interacting eigenvalues	0
On transience of $\mathrm{M}/\mathrm{G}/\infty$ queues	0
A singularly perturbed ruin problem for a two-dimensional Brownian motion in the positive quadrant	0
On transform orders for largest claim amounts	0
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions	0
Multivariate regularly varying insurance and financial risks in multidimensional risk models	0
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces	0