Journal of Applied Probability

Article	Citations
Steady-state analysis of load-balancing algorithms in the sub-Halfin–Whitt regime	24
Analysis of a spatially inhomogeneous stochastic partial differential equation epidemic model	15
Optimal allocation of relevations in coherent systems	14
On the extension of signature-based representations for coherent systems with dependent non-exchangeable components	13
Exact simulation of Ornstein–Uhlenbeck tempered stable processes	12
A product form for the general stochastic matching model	11
Simultaneous ruin probability for two-dimensional brownian risk model	11
On classes of life distributions based on the mean time to failure function	10
Existence of Gibbs point processes with stable infinite range interaction	10
On two classes of reflected autoregressive processes	10
Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift	9
Exact sampling of determinantal point processes without eigendecomposition	7
Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics	7
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	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
Variations of the elephant random walk	6
Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications	6
Explicit results on conditional distributions of generalized exponential mixtures	6
On connectivity and robustness of random graphs with inhomogeneity	5
Queues with path-dependent arrival processes	5
On transform orders for largest claim amounts	5
Stochastic orderings of multivariate elliptical distributions	5
Trees grown under young-age preferential attachment	5
On the continuity of Pickands constants	5

Gaussian process approximations for multicolor Pólya urn models	5
Bounds for expected supremum of fractional Brownian motion with drift	4
Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness	4
General drawdown of general tax model in a time-homogeneous Markov framework	4
Asymptotic results on Hoppe trees and their variations	4
Bounds for the chi-square approximation of the power divergence family of statistics	4
Arcsine laws for random walks generated from random permutations with applications to genomics	4
Rate of convergence for particle approximation of PDEs in Wasserstein space	4
Limit laws for large th-nearest neighbor balls	4
Two poisson limit theorems for the coupon collector’s problem with group drawings	3
Convergence rate of the EM algorithm for SDEs with low regular drifts	3
Discounted probability of exponential parisian ruin: Diffusion approximation	3
Joint law of an Ornstein–Uhlenbeck process and its supremum	3
Ergodic control of diffusions with random intervention times	3
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations	3
On the behavior of the failure rate and reversed failure rate in engineering systems	3
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance	3
A transient Cramér–Lundberg model with applications to credit risk	3
Scale-free percolation in continuous space: quenched degree and clustering coefficient	3
An ergodic theorem for the weighted ensemble method	3
Controlled branching processes with continuous time	3
Sojourn functionals for spatiotemporal Gaussian random fields with long memory	3
The empirical mean position of a branching Lévy process	3
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure	3
Stochastic comparisons and ageing properties of an extended gamma process	3
On Λ-Fleming–Viot processes with general frequency-dependent selection	3
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions	3
Limit theory for unbiased and consistent estimators of statistics of random tessellations	3
Weakly interacting oscillators on dense random graphs	3
Graph distances in scale-free percolation: the logarithmic case	3
Generalised liouville processes and their properties	3
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions	3
Randomized near-neighbor graphs, giant components and applications in data science	3
Strong convergence of infinite color balanced urns under uniform ergodicity	3
Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes	2
Representations of hermite processes using local time of intersecting stationary stable regenerative sets	2
A temporal factorization at the maximum for certain positive self-similar Markov processes	2
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment	2
Gromov–Wasserstein distances between Gaussian distributions	2
Rate of strong convergence to Markov-modulated Brownian motion	2
Stochastic properties of generalized finite mixture models with dependent components	2
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	2
An adjacent-swap Markov chain on coalescent trees	2
An elementary approach to component sizes in critical random graphs	2
Limit theory for U-statistics under geometric and topological constraints with rare events	2
Stochastically modeled weakly reversible reaction networks with a single linkage class	2
Sequential metric dimension for random graphs	2
Pathwise large deviations for the rough Bergomi model: Corrigendum	2
Characterization of random variables with stationary digits	2
A decomposition for Lévy processes inspected at Poisson moments	2

A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution	2
Extropy: Characterizations and dynamic versions	2
On a class of random walks in simplexes	2
Characterization theorems for pseudo cross-variograms	2
Surprising identities for the greedy independent set on Cayley trees	2
Zipf’s law for atlas models	2
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails	2
The probabilities of extinction in a branching random walk on a strip	2
Optimal stopping for measure-valued piecewise deterministic Markov processes	2
On a new stochastic model for cascading failures	2
Tails of exit times from unstable equilibria on the line	2
Skeletal stochastic differential equations for superprocesses	2
The shape of a seed bank tree	2
Multivariate finite-support phase-type distributions	2
Non-Comparability with respect to the convex transform order with applications	2
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices	2
Large-deviation asymptotics of condition numbers of random matrices	2
Central limit theorem in complete feedback games	2
Subgeometric ergodicity and β-mixing	2
Tail variance allocation, Shapley value, and the majorization problem	2
Maximizing the pth moment of the exit time of planar brownian motion from a given domain	2
Long range dependence of heavy-tailed random functions	2
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	2
Ruin probabilities with investments: smoothness, inegro-differential and ordinary differential equations, asymptotic behavior	2
Strong feller and ergodic properties of the (1+1)-affine process	2
Replica-mean-field limits of fragmentation-interaction-aggregation processes	2
Tessellation-valued processes that are generated by cell division	1
Portfolio management under drawdown constraint in discrete-time financial markets	1
Clustering in preferential attachment random graphs with edge-step	1
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities	1
On relevation redundancy to coherent systems at component and system levels	1
On moderate deviations in Poisson approximation	1
The martingale comparison method for Markov processes	1
Extinction time of the logistic process	1
Central limit theorems for nearly long range dependent subordinated linear processes	1
Log-concavity and other concepts of bivariate increasing failure rate distributions	1
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	1
Generalized limit theorems forU-max statistics	1
SIR epidemics driven by Feller processes	1
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes	1
Information-theoretic convergence of extreme values to the Gumbel distribution	1
On the probability of rumour survival among sceptics	1
Exact simulation of extrinsic stress-release processes	1
On branching models with alarm triggerings	1
On moments of downward passage times for spectrally negative Lévy processes	1
On ordered system signature and its dynamic version for coherent systems with applications	1
Stochastic analysis of average-based distributed algorithms	1
A first-passage-place problem for integrated diffusion processes	1
Exchangeable and sampling-consistent distributions on rooted binary trees	1
Tail asymptotics for the area under the excursion of a random walk with heavy-tailed increments	1
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour	1
Representations of component importance for coherent systems with exchangeable components	1
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	1
On point processes defined by angular conditions on Delaunay neighbors in the Poisson–Voronoi Tessellation	1
A large-deviation principle for birth–death processes with a linear rate of downward jumps	1
Reliability analyses of linear two-dimensional consecutive k-type systems	1
On the comparison of Shapley values for variance and standard deviation games	1
A probabilistic model for interfaces in a martensitic phase transition	1
Optimal coupling of jumpy Brownian motion on the circle	1
On the forward algorithm for stopping problems on continuous-time Markov chains	1
Oscillations for order statistics of some discrete processes	1
Flooding and diameter in general weighted random graphs	1
On the joint survival probability of two collaborating firms	1
On mixed fractional stochastic differential equations with discontinuous drift coefficient	1
Synchronized Lévy queues	1
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing	1
Chase–escape in dynamic device-to-device networks	1
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes	1
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	1
A Dynamic Taylor’s law	1
A note on the Screaming Toes game	1
Tertiles and the time constant	1
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	1
Reflection principle for finite-velocity random motions	1
Ruin probabilities in a Markovian shot-noise environment	1
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails	1
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes	1
Dynamical fitness models: evidence of universality classes for preferential attachment graphs	1
Discounted optimal stopping problems in first-passage time models with random thresholds	1

A Markov jump process associated with the matrix-exponential distribution	1
The containment profile of hyper-recursive trees	1
A deep look into the dagum family of isotropic covariance functions	1
On local weak limit and subgraph counts for sparse random graphs	1
Randomised rules for stopping problems	1
Stochastic ordering for birth–death processes with killing	1
Further properties of fractional stochastic dominance	1
Computing minimal signature of coherent systems through matrix-geometric distributions	1
The unified extropy and its versions in classical and Dempster–Shafer theories	1
On the splitting and aggregating of Hawkes processes	1
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators	1
Robustness of iterated function systems of Lipschitz maps	1
Intersections of random sets	1
Double hypergeometric Lévy processes and self-similarity	1
On Tournaments and negative dependence	1
Population dynamics driven by truncated stable processes with Markovian switching	1
On geometric and algebraic transience for block-structured Markov chains	0
On some semi-parametric estimates for European option prices	0
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	0
Asymptotic behavior of the weak approximation to a class of Gaussian processes	0
Lower bound for the expected supremum of fractional brownian motion using coupling	0
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	0
On a time-changed variant of the generalized counting process	0
Transition density of an infinite-dimensional diffusion with the jack parameter	0
On the cumulant transforms for Hawkes processes	0
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes	0
Limit theorems for random points in a simplex	0
Rate of convergence for traditional Pólya urns	0
Reciprocal properties of random fields on undirected graphs	0
Short-time behavior of solutions to Lévy-driven stochastic differential equations	0
Necessity of weak subordination for some strongly subordinated Lévy processes	0
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields	0
An efficient method for generating a discrete uniform distribution using a biased random source	0
A note related to the CS decomposition and the BK inequality for discrete determinantal processes	0
On some properties of distributions possessing a bathtub-shaped failure rate average	0
JPR volume 58 issue 4 Cover and Back matter	0
Dispersive orderings induced by differences of inter risk measures	0
JPR volume 60 issue 1 Cover and Back matter	0
Cover time for branching random walks on regular trees	0
On some threshold-one attractive interacting particle systems on homogeneous trees	0
JPR volume 59 issue 3 Cover and Front matter	0
Local convergence of critical Galton–Watson trees	0
On supercritical branching processes with emigration	0
An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach	0
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	0
JPR volume 61 issue 1 Cover and Back matter	0
Inequalities between time and customer averages for HNB(W)UE arrival processes	0
Approximation with ergodic processes and testability	0
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	0
Average Jaccard index of random graphs	0
JPR volume 60 issue 2 Cover and Front matter	0
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems	0
JPR volume 59 issue 2 Cover and Front matter	0
JPR volume 60 issue 3 Cover and Front matter	0
Skew brownian motion and complexity of the alps algorithm	0
A central limit theorem for conservative fragmentation chains	0
Stein’s method and approximating the multidimensional quantum harmonic oscillator	0
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox	0
Interacting urns on a finite directed graph	0
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes	0
An averaging process on hypergraphs	0
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP	0
A growth-fragmentation model connected to the ricocheted stable process	0
Competing risks and shock models governed by a generalized bivariate Poisson process	0
JPR volume 59 issue 4 Cover and Back matter	0
JPR volume 58 issue 2 Cover and Front matter	0
JPR volume 59 issue 2 Cover and Back matter	0
JPR volume 57 issue 2 Cover and Back matter	0
JPR volume 59 issue 3 Cover and Back matter	0
On the steady state of continuous-time stochastic opinion dynamics with power-law confidence	0
Applied Probability Trust prizes 2022	0
Random additions in urns of integers	0
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions	0
Analysis of -ary tree algorithms with successive interference cancellation	0
Aging notions, stochastic orders, and expected utilities	0
The winner takes it all but one	0
Stochastic ordering results on the duration of the gambler’s ruin game	0
On intersection probabilities of four lines inside a planar convex domain	0
Asymptotics of the overflow in urn models	0
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing	0
Workload analysis of a two-queue fluid polling model	0
Exactly solvable urn models under random replacement schemes and their applications	0
JPR volume 58 issue 2 Cover and Back matter	0
On the Sn/n problem	0
Sturm–Liouville theory and decay parameter for quadratic markov branching processes	0
A transport process on graphs and its limiting distributions	0
JPR volume 58 issue 1 Cover and Front matter	0
JPR volume 58 issue 3 Cover and Back matter	0
Generalizations of forest fires with ignition at the origin	0
Analysis of a non-reversible Markov chain speedup by a single edge	0
On strongly rigid hyperfluctuating random measures	0
Long-range orientational order of random near-lattice hard sphere and hard disk processes	0
JPR volume 57 issue 3 Cover and Back matter	0
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs	0
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	0