Journal of Applied Probability

Article	Citations
Optimal allocation of relevations in coherent systems	16
A product form for the general stochastic matching model	16
Exact simulation of Ornstein–Uhlenbeck tempered stable processes	15
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift	11
On classes of life distributions based on the mean time to failure function	10
Stochastic orderings of multivariate elliptical distributions	8
Exact sampling of determinantal point processes without eigendecomposition	7
Rate of convergence for particle approximation of PDEs in Wasserstein space	7
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates	7
Prevalence of deficiency-zero reaction networks in an Erdös–Rényi framework	7
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	7
On transform orders for largest claim amounts	7
Variations of the elephant random walk	7
Gaussian process approximations for multicolor Pólya urn models	6
Queues with path-dependent arrival processes	6
On the continuity of Pickands constants	6
On connectivity and robustness of random graphs with inhomogeneity	5
General drawdown of general tax model in a time-homogeneous Markov framework	5
Bounds for expected supremum of fractional Brownian motion with drift	5
Graph distances in scale-free percolation: the logarithmic case	4
Bounds for the chi-square approximation of the power divergence family of statistics	4
Two poisson limit theorems for the coupon collector’s problem with group drawings	4
Arcsine laws for random walks generated from random permutations with applications to genomics	4
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions	4
Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior	4

Limit laws for large th-nearest neighbor balls	4
An ergodic theorem for the weighted ensemble method	4
Controlled branching processes with continuous time	4
A deep look into the dagum family of isotropic covariance functions	4
Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness	4
Scale-free percolation in continuous space: quenched degree and clustering coefficient	4
Gromov–Wasserstein distances between Gaussian distributions	4
Characterization theorems for pseudo cross-variograms	4
Weakly interacting oscillators on dense random graphs	3
Zipf’s law for atlas models	3
The empirical mean position of a branching Lévy process	3
Sojourn functionals for spatiotemporal Gaussian random fields with long memory	3
Long range dependence of heavy-tailed random functions	3
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance	3
On strongly rigid hyperfluctuating random measures	3
Intersections of random sets	3
Interacting urns on a finite directed graph	3
Discounted probability of exponential parisian ruin: Diffusion approximation	3
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions	3
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations	3
Generalised liouville processes and their properties	3
Double hypergeometric Lévy processes and self-similarity	3
On Λ-Fleming–Viot processes with general frequency-dependent selection	3
A transient Cramér–Lundberg model with applications to credit risk	3
Representations of hermite processes using local time of intersecting stationary stable regenerative sets	3
Convergence rate of the EM algorithm for SDEs with low regular drifts	3
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities	3
Ergodic control of diffusions with random intervention times	3
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure	3
An elementary approach to component sizes in critical random graphs	3
Stochastic comparisons and ageing properties of an extended gamma process	3
Replica-mean-field limits of fragmentation-interaction-aggregation processes	3
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions	3
Extropy: Characterizations and dynamic versions	3
Surprising identities for the greedy independent set on Cayley trees	2
Stochastic properties of generalized finite mixture models with dependent components	2
Sequential metric dimension for random graphs	2
On a new stochastic model for cascading failures	2
A Dynamic Taylor’s law	2
A large-deviation principle for birth–death processes with a linear rate of downward jumps	2
An averaging process on hypergraphs	2
On the probability of rumour survival among sceptics	2
The shape of a seed bank tree	2
Characterization of random variables with stationary digits	2
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment	2
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	2
Non-Comparability with respect to the convex transform order with applications	2
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	2
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour	2
Maximizing the pth moment of the exit time of planar brownian motion from a given domain	2

Central limit theorem in complete feedback games	2
Tail variance allocation, Shapley value, and the majorization problem	2
Limit theory for U-statistics under geometric and topological constraints with rare events	2
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails	2
Dynamical fitness models: evidence of universality classes for preferential attachment graphs	2
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs	2
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes	2
Competing risks and shock models governed by a generalized bivariate Poisson process	2
A temporal factorization at the maximum for certain positive self-similar Markov processes	2
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution	2
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices	2
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	2
Subgeometric ergodicity and β-mixing	2
Large-deviation asymptotics of condition numbers of random matrices	2
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	2
Rate of strong convergence to Markov-modulated Brownian motion	2
An adjacent-swap Markov chain on coalescent trees	2
Strong feller and ergodic properties of the (1+1)-affine process	2
Pathwise large deviations for the rough Bergomi model: Corrigendum	2
Skeletal stochastic differential equations for superprocesses	2
On mixed fractional stochastic differential equations with discontinuous drift coefficient	2
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	2
A decomposition for Lévy processes inspected at Poisson moments	2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	2
Clustering in preferential attachment random graphs with edge-step	2
Construction of age-structured branching processes by stochastic equations	2
Multivariate finite-support phase-type distributions	2
The unified extropy and its versions in classical and Dempster–Shafer theories	1
The martingale comparison method for Markov processes	1
Synchronized Lévy queues	1
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems	1
Exact simulation of extrinsic stress-release processes	1
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing	1
Bose–Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in	1
On moments of downward passage times for spectrally negative Lévy processes	1
Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift	1
On Tournaments and negative dependence	1
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments	1
On the splitting and aggregating of Hawkes processes	1
Non-reversible guided Metropolis kernel	1
Log-concavity and other concepts of bivariate increasing failure rate distributions	1
On some semi-parametric estimates for European option prices	1
Reflection principle for finite-velocity random motions	1
On a time-changed variant of the generalized counting process	1
Strong couplings for static locally tree-like random graphs	1
A Markov jump process associated with the matrix-exponential distribution	1
On local weak limit and subgraph counts for sparse random graphs	1
Discounted optimal stopping problems in first-passage time models with random thresholds	1
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	1
On the comparison of Shapley values for variance and standard deviation games	1
Disorder detection with costly observations	1
A growth-fragmentation model connected to the ricocheted stable process	1
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes	1
Further properties of fractional stochastic dominance	1
Limit theorems for random points in a simplex	1
A first-passage-place problem for integrated diffusion processes	1
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators	1
Chase–escape in dynamic device-to-device networks	1
Short-time behavior of solutions to Lévy-driven stochastic differential equations	1
On ordered system signature and its dynamic version for coherent systems with applications	1
Stochastic analysis of average-based distributed algorithms	1
Robustness of iterated function systems of Lipschitz maps	1
Exchangeable and sampling-consistent distributions on rooted binary trees	1
Workload analysis of a two-queue fluid polling model	1
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP	1
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields	1
Ruin probabilities in a Markovian shot-noise environment	1
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models	1
On point processes defined by angular conditions on Delaunay neighbors in the Poisson–Voronoi Tessellation	1
On relevation redundancy to coherent systems at component and system levels	1
Average Jaccard index of random graphs	1
The proportion of triangles in a class of anisotropic Poisson line tessellations	1
Reliability analyses of linear two-dimensional consecutive k-type systems	1
Portfolio management under drawdown constraint in discrete-time financial markets	1
Tessellation-valued processes that are generated by cell division	1
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise	1
The containment profile of hyper-recursive trees	1
Bivariate tempered space-fractional Poisson process and shock models	1
Stochastic ordering for birth–death processes with killing	1
On the joint survival probability of two collaborating firms	1

Information-theoretic convergence of extreme values to the Gumbel distribution	1
Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation	1
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process	1
Exactly solvable urn models under random replacement schemes and their applications	1
Simple conditions for metastability of continuous Markov chains	1
Computing minimal signature of coherent systems through matrix-geometric distributions	1
The hit-and-run version of top-to-random	1
A note on the Screaming Toes game	1
Population dynamics driven by truncated stable processes with Markovian switching	1
Transition density of an infinite-dimensional diffusion with the jack parameter	1
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes	1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails	1
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	1
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes	1
A probabilistic model for interfaces in a martensitic phase transition	1
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	1
On extremes of random clusters and marked renewal cluster processes	1
Generalized limit theorems forU-max statistics	1
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	1
Optimal coupling of jumpy Brownian motion on the circle	1
Asymptotic behavior of the weak approximation to a class of Gaussian processes	1
Extinction time of the logistic process	1
Coexistence of lazy frogs on	1
On the forward algorithm for stopping problems on continuous-time Markov chains	1
SIR epidemics driven by Feller processes	1
A central limit theorem for conservative fragmentation chains	0
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	0
JPR volume 59 issue 2 Cover and Front matter	0
Coherent distributions on the square–extreme points and asymptotics	0
Skew brownian motion and complexity of the alps algorithm	0
JPR volume 61 issue 1 Cover and Back matter	0
JPR volume 58 issue 3 Cover and Back matter	0
JPR volume 58 issue 2 Cover and Back matter	0
JPR volume 60 issue 1 Cover and Back matter	0
Stochastic ordering results on the duration of the gambler’s ruin game	0
JPR volume 58 issue 1 Cover and Front matter	0
The winner takes it all but one	0
On the cumulant transforms for Hawkes processes	0
JPR volume 59 issue 4 Cover and Back matter	0
Limit theorems of occupation times of normalized binary contact path processes on lattices	0
Applied Probability Trust prizes 2022	0
Dispersive orderings induced by differences of inter risk measures	0
On the steady state of continuous-time stochastic opinion dynamics with power-law confidence	0
On the Sn/n problem	0
Aging notions, stochastic orders, and expected utilities	0
Branching processes in nearly degenerate varying environment	0
Random additions in urns of integers	0
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing	0
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	0
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	0
Local convergence of critical Galton–Watson trees	0
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions	0
Perturbation analysis for continuous-time Markov chains in a weak sense	0
Sturm–Liouville theory and decay parameter for quadratic markov branching processes	0
On supercritical branching processes with emigration	0
JPR volume 58 issue 4 Cover and Back matter	0
Necessity of weak subordination for some strongly subordinated Lévy processes	0
Reciprocal properties of random fields on undirected graphs	0
JPR volume 58 issue 2 Cover and Front matter	0
JPR volume 61 issue 2 Cover and Back matter	0
On some properties of distributions possessing a bathtub-shaped failure rate average	0
On the speed of convergence of discrete Pickands constants to continuous ones	0
JPR volume 60 issue 2 Cover and Front matter	0
Cover time for branching random walks on regular trees	0
Maximum likelihood estimation for spinal-structured trees	0
On geometric and algebraic transience for block-structured Markov chains	0
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes	0
Approximation with ergodic processes and testability	0
JPR volume 59 issue 3 Cover and Front matter	0
A transport process on graphs and its limiting distributions	0
Asymptotic results for sums and extremes	0
A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes	0
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox	0
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes	0
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes	0
Lower bound for the expected supremum of fractional brownian motion using coupling	0
Asymptotics of the overflow in urn models	0
An efficient method for generating a discrete uniform distribution using a biased random source	0
Persistence of spectral projections for stochastic operators on large tensor products	0
Analysis of a non-reversible Markov chain speedup by a single edge	0
Rate of convergence for traditional Pólya urns	0
JPR volume 60 issue 3 Cover and Front matter	0
Inequalities between time and customer averages for HNB(W)UE arrival processes	0
A queue with independent and identically distributed arrivals	0
Generalizations of forest fires with ignition at the origin	0
Series expansions for random disc-polygons in smooth plane convex bodies	0
On intersection probabilities of four lines inside a planar convex domain	0
An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach	0
Finite element approximations for stochastic control problems with unbounded state space	0
JPR volume 59 issue 2 Cover and Back matter	0
JPR volume 61 issue 3 Cover and Front matter	0
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods	0
JPR volume 59 issue 3 Cover and Back matter	0
A note related to the CS decomposition and the BK inequality for discrete determinantal processes	0
Stochastic gradient descent for barycenters in Wasserstein space	0