Journal of Applied Probability

Article	Citations
JPR volume 60 issue 2 Cover and Front matter	17
JPR volume 61 issue 1 Cover and Back matter	16
Branching processes in nearly degenerate varying environment	10
Persistence of spectral projections for stochastic operators on large tensor products	10
Sufficientness postulates for measure-valued Pólya urn sequences	10
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes	9
On supercritical branching processes with emigration	9
Ruin probabilities in a Markovian shot-noise environment	9
Regeneration of branching processes with immigration in varying environments – Erratum	8
Connectivity of a family of bilateral preference random graphs	8
Two-person zero-sum discounted semi-Markov games with incomplete reward information on one side	8
(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion	8
Stochastic Volterra integral equations with ranks as scaling limits of parallel infinite-server queues under weighted shortest queue policy	7
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	7
JPR volume 61 issue 4 Cover and Front matter	7
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias	7
A star is born: Explosive Crump–Mode–Jagers branching processes	6
Coupling results and Markovian structures for number representations of continuous random variables	6
Characterization of random variables with stationary digits	6
Duality and transform analysis for non-decreasing functionals of stochastic processes and their applications	6
Averaging principle for the fast–slow McKean–Vlasov stochastic differential equations driven by mixed fractional Brownian motion	6
Asymptotics of the overflow in urn models	6
Two-type branching processes with immigration, and the structured coalescents	6
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	6
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	6

First-passage time for Sinai’s random walk in a random environment	5
JPR volume 61 issue 3 Cover and Back matter	5
JPR volume 59 issue 3 Cover and Back matter	5
Stein’s method and approximating the multidimensional quantum harmonic oscillator	5
Finite mixture models for option pricing: An application to Bitcoin options	5
Workload analysis of a two-queue fluid polling model	5
Super-replication of life-contingent options under the Black–Scholes framework	5
Regeneration of branching processes with immigration in varying environments	4
Asymptotic results for sums and extremes	4
An adjacent-swap Markov chain on coalescent trees	4
Tree trace reconstruction using subtraces	4
Widths of crossings in Poisson Boolean percolation	4
Sharp large deviations and concentration inequalities for the number of descents in a random permutation	4
Uncertainty quantification and confidence intervals for naive rare-event estimators	4
A non-homogeneous alternating renewal process model for interval censoring	4
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process	4
Forest fire model on $\mathbb{Z}_+$ with delays	4
Generalizations of forest fires with ignition at the origin	4
Reflection principle for finite-velocity random motions	4
Mutually interacting superprocesses with migration	4
Asymptotic persistence time formulae for multitype birth–death processes	4
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms	3
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	3
On some semi-parametric estimates for European option prices	3
Characteristics of the switch process and geometric divisibility	3
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal	3
Buffon’s problem determines Gaussian curvature in three geometries	3
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model	3
Quasistatic approximation to time-inhomogeneous stochastic differential equations	3
Rates for the SLLN for long-memory and heavy-tailed processes	3
Aging notions, stochastic orders, and expected utilities	3
Euler–Maruyama approximation for stable stochastic differential equations with Markovian switching and related asymptotics	3
A note on subadditivity of value at risks (VaRs): A new connection to comonotonicity	3
Characterization theorems for pseudo cross-variograms	3
Inequalities and bounds for expected order statistics from transform-ordered families	3
The number of K-tons in the coupon collector problem	3
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise	3
Anomalous recurrence of Markov chains on negatively curved manifolds	3
Mean-field interacting systems with sequential coalescence at future ensemble averages	3
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	3
Limiting shape for first-passage percolation models on random geometric graphs	3
Perfect partitions of a random set of integers	3
With or without replacement? Sampling uncertainty in Shepp’s urn scheme	3
JPR volume 61 issue 1 Cover and Front matter	3
R -positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	3
Relative entropy bounds for sampling with and without replacement	2
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models	2
An efficient method for generating a discrete uniform distribution using a biased random source	2
Moderate deviations inequalities for Gaussian process regression	2
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency	2

Sturm–Liouville theory and decay parameter for quadratic markov branching processes	2
JPR volume 60 issue 4 Cover and Back matter	2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	2
Lévy processes under level-dependent Poisson switching	2
A stochastic process defined via the random permutation divisors	2
Rate of convergence for particle approximation of PDEs in Wasserstein space	2
Fast mixing of a randomized shift-register Markov chain	2
Interacting urns on directed networks with node-dependent sampling and reinforcement – CORRIGENDUM	2
Scaling limit of the local time of random walks conditioned to stay positive	2
Short-time behavior of solutions to Lévy-driven stochastic differential equations	2
A large deviation theorem for a supercritical super-Brownian motion with absorption	2
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	2
Transition density of an infinite-dimensional diffusion with the jack parameter	2
Random spherical disc–polygons and a duality	2
Chase–escape in dynamic device-to-device networks	2
JPR volume 60 issue 4 Cover and Front matter	2
Transience of continuous-time conservative random walks	2
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	2
Monotonicity of implied volatility for perpetual put options	2
Pricing and hedging for a sticky diffusion	2
Limit theorems for random points in a simplex	2
Strong convergence of peaks over a threshold	2
Maximum likelihood estimation for spinal-structured trees	2
Matrix representations of Wiener–Hopf factorisations for Lévy processes	2
On ergodicity and transience for a class of level-dependent GI/M/1-type Markov chains	2
Infinite-horizon Fuk–Nagaev inequalities	2
Central limit theorems for additive functionals of patricia tries	2
Stopping problems with an unknown state	2
Local convergence of critical Galton–Watson trees	1
Approximation with ergodic processes and testability	1
Exponential ergodicity for a class of Markov processes with interactions	1
Interacting urns on a finite directed graph	1
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs	1
Contiguity and remote contiguity of some random graphs	1
A deep look into the dagum family of isotropic covariance functions	1
Localized geometry detection in scale-free random graphs	1
On a time-changed variant of the generalized counting process	1
Large deviations of extremal eigenvalues of sample covariance matrices	1
JPR volume 60 issue 3 Cover and Front matter	1
The Bruss–Robertson–Steele inequality	1
Applied Probability Trust prizes 2023	1
The dutch draw: constructing a universal baseline for binary classification problems	1
Online matching for the multiclass stochastic block model	1
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	1
Exponential decay for constrained-degree percolation	1
On extremes of random clusters and marked renewal cluster processes	1
On relevation redundancy to coherent systems at component and system levels	1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails	1
Martingale approach to gambler’s ruin problem for correlated randomwalks	1
Asymptotic normality for triangle counting in the sparse $\beta$ -model	1
Random population dynamics under catastrophic events	1
Robustness of iterated function systems of Lipschitz maps	1
Skew brownian motion and complexity of the alps algorithm	1
Accelerated group sequential sampling	1
Scaling limits of branching random walks and branching-stable processes	1
Large deviations for Cox–ingersoll–ross processes with state-dependent fast switching	1
Discounted optimal stopping problems in first-passage time models with random thresholds	1
Approximation and estimation of scale functions for spectrally negative Lévy processes	1
Random walks in a time-inhomogeneous random environment conditioned to stay positive	1
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing	1
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity	1
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes	1
Bounding the difference between the values of robust and non-robust Markov decision problems	1
On the strong stability of ergodic iterations	1
JPR volume 60 issue 1 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
On the variance reduction of Hamiltonian Monte Carlo via an approximation scheme	1
The proportion of triangles in a class of anisotropic Poisson line tessellations	1
Negative dependence in knockout tournaments	1
Non-hyperuniformity of Gibbs point processes with short-range interactions	1
A growth-fragmentation model connected to the ricocheted stable process	1
On asymptotic behavior of time of extinction of critical bisexual branching process in random environment	1
Any random variable with right-unbounded distributional support is the minimum of independent and very heavy-tailed random variables	1
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables	1
Analysis of clustering and degree index in random graphs and complex networks	1
Remarks on Kolmogorov’s constant for simple branching processes	1
Applied probability trust prizes 2025	1
The Markov chain embedding problem in a one-jump setting	1
JPR volume 60 issue 3 Cover and Back matter	1
Large deviations of Poisson Telecom processes	1

Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation	1
Inverse clustering of Gibbs partitions via independent fragmentation and dual dependent coagulation operators	1
Generalized limit theorems forU-max statistics	1
On the probability of rumour survival among sceptics	1
Quantitative convergence rates for stochastically monotone Markov chains	1
Efficient simulation of fractional Brownian motion	1
A branching random walk in the presence of a hard wall	1
Information-theoretic convergence of extreme values to the Gumbel distribution	1
Strong couplings for static locally tree-like random graphs	1
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	1
De Finetti’s control problem with a concave bound on the control rate	1
Approaching the coupon collector’s problem with group drawings via Stein’s method	1
Perturbation analysis for continuous-time Markov chains in a weak sense	1
Applied Probability Trust prizes 2022	1
Some stability results of optimal investment in an Itô–Markov additive market	1
Stationary measures and the continuous-state branching process conditioned on extinction	1
Reciprocal properties of random fields on undirected graphs	1
Weakly interacting oscillators on dense random graphs	1
Bivariate shock models driven by the geometric counting process	1
Strong survival and extinction for branching random walks via new order for generating functions	1
Multitype branching processes with immigration generated by point processes	1
On Tournaments and negative dependence	1
On local weak limit and subgraph counts for sparse random graphs	1
Applied Probability Trust prizes 2024	1
A Dynamic Taylor’s law	1
Majorization and randomness measures	1
On the speed of convergence of discrete Pickands constants to continuous ones	1
On the joint survival probability of two collaborating firms	1
Mixing time bounds for edge flipping on regular graphs	1
Stochastic ordering results on the duration of the gambler’s ruin game	1
Optimal stopping under g-Expectation with -integrable reward process	0
Sample path moderate deviations for non-stationary power-law shot noise processes	0
Optimal periodic–classical barrier strategies for spectrally negative Lévy processes	0
Graph distances in scale-free percolation: the logarithmic case	0
Optimal stopping methodology for the secretary problem with random queries	0
JPR volume 59 issue 4 Cover and Front matter	0
Central limit theorem in complete feedback games	0
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions	0
A confirmation of a conjecture on Feldman’s two-armed bandit problem	0
Weak convergence of the integral of semi-Markov processes	0
Dynamics of information networks	0
Competing risks and shock models governed by a generalized bivariate Poisson process	0
Backward stochastic difference equations on lattices with application to market equilibrium analysis	0
Analysing heavy-tail properties of stochastic gradient descent by means of stochastic recurrence equations	0
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models	0
On the splitting and aggregating of Hawkes processes	0
Optimal multiple stopping problem with irregular reward	0
The unified extropy and its versions in classical and Dempster–Shafer theories	0
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods	0
The final outcome of SIR epidemics with infectivity profiles	0
On intersection probabilities of four lines inside a planar convex domain	0
The elephant random walk in the triangular array setting	0
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes	0
Optimal redundancy allocation in coherent systems with heterogeneous dependent components	0
Scaling limits for supercritical nearly unstable Hawkes processes	0
An elementary approach to component sizes in critical random graphs	0
Multivariate regularly varying insurance and financial risks in multidimensional risk models	0
Coexistence of lazy frogs on	0
Sojourn functionals for spatiotemporal Gaussian random fields with long memory	0
Total variation distance between SDEs with stable noise and Brownian motion	0
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	0
Inhomogeneous random graphs with infinite-mean fitness variables	0
On ordered system signature and its dynamic version for coherent systems with applications	0
The limiting spectral distribution of the noncentral unified matrix model	0
On a wider class of prior distributions for graphical models	0
The real-time growth rate of stochastic epidemics on random intersection graphs	0
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials	0
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems	0
A central limit theorem for conservative fragmentation chains	0
A forward algorithm for a class of Markov zero-sum stopping games	0
JPR volume 61 issue 3 Cover and Front matter	0
The probability that a random triangle in a cube is obtuse	0
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions	0
JPR volume 60 issue 2 Cover and Back matter	0
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	0
SIR epidemics driven by Feller processes	0
A large-deviation principle for birth–death processes with a linear rate of downward jumps	0
On transience of $\mathrm{M}/\mathrm{G}/\infty$ queues	0
A spatial mutation model with increasing mutation rates	0
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions	0
Reliability analyses of linear two-dimensional consecutive k-type systems	0
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller	0
R-positivity and existence of zero-temperature limits of Gibbs measures on nearest neighbors matrices – CORRIGENDUM	0
On reflected lévy processes with collapse	0
The shape of a seed bank tree	0
Asymptotic behaviour of the first positions of uniform parking functions	0
The replicator coalescent	0
Simple analytical solutions for the , , and related queues	0
Coherent distributions on the square–extreme points and asymptotics	0
A transport process on graphs and its limiting distributions	0
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces	0
Lower bound for the expected supremum of fractional brownian motion using coupling	0
Metastability for telegraph processes in a double-well potential	0
A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes	0
Multilevel particle filters for partially observed McKean–Vlasov stochastic differential equations	0