Journal of Applied Probability

Article	Citations
Applied Probability Trust prizes 2022	16
Large-deviation asymptotics of condition numbers of random matrices	16
Convergence rate of the EM algorithm for SDEs with low regular drifts	15
Extinction time of the logistic process	11
On intersection probabilities of four lines inside a planar convex domain	10
JPR volume 60 issue 2 Cover and Front matter	8
Stochastic ordering results on the duration of the gambler’s ruin game	7
A queue with independent and identically distributed arrivals	7
JPR volume 61 issue 2 Cover and Back matter	7
Last exit time until first exit time for spectrally negative Lévy processes	7
Tessellation-valued processes that are generated by cell division	7
On the cumulant transforms for Hawkes processes	7
Necessity of weak subordination for some strongly subordinated Lévy processes	6
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour	6
JPR volume 58 issue 2 Cover and Back matter	6
Discounted optimal stopping problems in first-passage time models with random thresholds	5
Persistence of spectral projections for stochastic operators on large tensor products	5
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	5
On a time-changed variant of the generalized counting process	4
JPR volume 59 issue 2 Cover and Front matter	4
Clustering in preferential attachment random graphs with edge-step	4
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions	4
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution	4
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment	4
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	4

On supercritical branching processes with emigration	4
Lower bound for the expected supremum of fractional brownian motion using coupling	4
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	4
Exact simulation of Ornstein–Uhlenbeck tempered stable processes	4
A note related to the CS decomposition and the BK inequality for discrete determinantal processes	4
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes	4
JPR volume 61 issue 1 Cover and Back matter	4
A central limit theorem for conservative fragmentation chains	4
A transport process on graphs and its limiting distributions	4
General drawdown of general tax model in a time-homogeneous Markov framework	3
Interacting urns on a finite directed graph	3
Approximation with ergodic processes and testability	3
A probabilistic model for interfaces in a martensitic phase transition	3
Regeneration of branching processes with immigration in varying environments – Erratum	3
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing	3
Aging notions, stochastic orders, and expected utilities	3
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	3
Ruin probabilities in a Markovian shot-noise environment	3
On some semi-parametric estimates for European option prices	3
JPR volume 61 issue 3 Cover and Front matter	3
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP	3
Branching processes in nearly degenerate varying environment	3
An ergodic theorem for the weighted ensemble method	3
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods	3
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	3
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes	3
Extropy: Characterizations and dynamic versions	3
Average Jaccard index of random graphs	3
JPR volume 60 issue 1 Cover and Back matter	2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes	2
JPR volume 58 issue 4 Cover and Back matter	2
A decomposition for Lévy processes inspected at Poisson moments	2
A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes	2
Asymptotics of the overflow in urn models	2
JPR volume 58 issue 3 Cover and Back matter	2
Finite element approximations for stochastic control problems with unbounded state space	2
Scale-free percolation in continuous space: quenched degree and clustering coefficient	2
On Tournaments and negative dependence	2
Intersections of random sets	2
On moments of downward passage times for spectrally negative Lévy processes	2
Computing minimal signature of coherent systems through matrix-geometric distributions	2
JPR volume 58 issue 2 Cover and Front matter	2
The Markov chain embedding problem in a one-jump setting	2
An efficient method for generating a discrete uniform distribution using a biased random source	2
Characterization of random variables with stationary digits	2
Skew brownian motion and complexity of the alps algorithm	2
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	2
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing	2
Short-time behavior of solutions to Lévy-driven stochastic differential equations	2
On the probability of rumour survival among sceptics	2

An averaging process on hypergraphs	2
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs	2
Analysis of a non-reversible Markov chain speedup by a single edge	2
On mixed fractional stochastic differential equations with discontinuous drift coefficient	2
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators	2
Stochastic analysis of average-based distributed algorithms	2
Exchangeable and sampling-consistent distributions on rooted binary trees	2
On the steady state of continuous-time stochastic opinion dynamics with power-law confidence	2
A note on the Screaming Toes game	2
On the speed of convergence of discrete Pickands constants to continuous ones	2
Maximum likelihood estimation for spinal-structured trees	2
Exactly solvable urn models under random replacement schemes and their applications	2
On the splitting and aggregating of Hawkes processes	2
The winner takes it all but one	2
Transition density of an infinite-dimensional diffusion with the jack parameter	2
The shape of a seed bank tree	2
Gaussian process approximations for multicolor Pólya urn models	1
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables	1
JPR volume 58 issue 1 Cover and Front matter	1
A growth-fragmentation model connected to the ricocheted stable process	1
Portfolio management under drawdown constraint in discrete-time financial markets	1
Generalized limit theorems forU-max statistics	1
Sharp large deviations and concentration inequalities for the number of descents in a random permutation	1
On local weak limit and subgraph counts for sparse random graphs	1
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	1
JPR volume 61 issue 3 Cover and Back matter	1
Cover time for branching random walks on regular trees	1
Exponential decay for constrained-degree percolation	1
Stochastic gradient descent for barycenters in Wasserstein space	1
On the forward algorithm for stopping problems on continuous-time Markov chains	1
Limit theorems for random points in a simplex	1
Dynamics of information networks	1
Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation	1
Reflection principle for finite-velocity random motions	1
An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach	1
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	1
A transient Cramér–Lundberg model with applications to credit risk	1
Perturbation analysis for continuous-time Markov chains in a weak sense	1
JPR volume 60 issue 3 Cover and Front matter	1
Stochastic ordering for birth–death processes with killing	1
On some properties of distributions possessing a bathtub-shaped failure rate average	1
Stochastic orderings of multivariate elliptical distributions	1
On the comparison of Shapley values for variance and standard deviation games	1
Log-concavity and other concepts of bivariate increasing failure rate distributions	1
Asymptotic behaviour of the first positions of uniform parking functions	1
Dynamical fitness models: evidence of universality classes for preferential attachment graphs	1
Workload analysis of a two-queue fluid polling model	1
On strongly rigid hyperfluctuating random measures	1
JPR volume 59 issue 3 Cover and Front matter	1
The martingale comparison method for Markov processes	1
Coherent distributions on the square–extreme points and asymptotics	1
Random growth via gradient flow aggregation	1
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes	1
Distribution theory for dependent renewal–reward processes and their first-passage times using saddlepoint and residue expansions	1
Limit theorems of occupation times of normalized binary contact path processes on lattices	1
A large-deviation principle for birth–death processes with a linear rate of downward jumps	1
JPR volume 61 issue 4 Cover and Front matter	1
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes	1
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox	1
Generalizations of forest fires with ignition at the origin	1
JPR volume 59 issue 3 Cover and Back matter	1
Hiring and firing – a signaling game	1
Stein’s method and approximating the multidimensional quantum harmonic oscillator	1
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems	1
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields	1
On relevation redundancy to coherent systems at component and system levels	1
Bounds for the chi-square approximation of the power divergence family of statistics	1
The containment profile of hyper-recursive trees	1
JPR volume 59 issue 2 Cover and Back matter	1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails	1
Replica-mean-field limits of fragmentation-interaction-aggregation processes	1
JPR volume 59 issue 4 Cover and Back matter	1
Uncertainty quantification and confidence intervals for naive rare-event estimators	1
Series expansions for random disc-polygons in smooth plane convex bodies	1
Inequalities between time and customer averages for HNB(W)UE arrival processes	1
Color-avoiding percolation and branching processes	1
Two poisson limit theorems for the coupon collector’s problem with group drawings	1
First-passage time for Sinai’s random walk in a random environment	1
Competing risks and shock models governed by a generalized bivariate Poisson process	1
Pathwise large deviations for the rough Bergomi model: Corrigendum	1

Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes	1
Asymptotic behavior of the weak approximation to a class of Gaussian processes	1
Local convergence of critical Galton–Watson trees	1
Dispersive orderings induced by differences of inter risk measures	1
Random additions in urns of integers	1
Asymptotics of the allele frequency spectrum and the number of alleles	1
On the Sn/n problem	1
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency	1
Reciprocal properties of random fields on undirected graphs	1
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions	1
Limit laws for large th-nearest neighbor balls	1
Queues with path-dependent arrival processes	1
Monotonicity of implied volatility for perpetual put options	1
Bivariate tempered space-fractional Poisson process and shock models	0
Reliability analyses of linear two-dimensional consecutive k-type systems	0
On transience of $\mathrm{M}/\mathrm{G}/\infty$ queues	0
Explosion of continuous-state branching processes with competition in a Lévy environment	0
On the joint survival probability of two collaborating firms	0
Ergodic control of diffusions with random intervention times	0
(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two	0
Optimal redundancy allocation in coherent systems with heterogeneous dependent components	0
Gromov–Wasserstein distances between Gaussian distributions	0
SIR epidemics driven by Feller processes	0
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models	0
On penalized goal-reaching probability minimization under borrowing and short-selling constraints	0
On affine multicolor urns grown under multiple drawing	0
Stationary measures and the continuous-state branching process conditioned on extinction	0
Tail asymptotics of an infinitely divisible space-time model with convolution equivalent Lévy measure	0
Boolean percolation on digraphs and random exchange processes	0
Bounds for expected supremum of fractional Brownian motion with drift	0
Central limit theorem in complete feedback games	0
Inheritance of strong mixing and weak dependence under renewal sampling	0
The proportion of triangles in a class of anisotropic Poisson line tessellations	0
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	0
Weakly interacting oscillators on dense random graphs	0
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials	0
On point processes defined by angular conditions on Delaunay neighbors in the Poisson–Voronoi Tessellation	0
A branching random walk in the presence of a hard wall	0
Exponential ergodicity for a class of Markov processes with interactions	0
On transform orders for largest claim amounts	0
Extrema of multi-dimensional Gaussian processes over random intervals	0
SIR model with social gatherings	0
Multivariate regularly varying insurance and financial risks in multidimensional risk models	0
Discounted probability of exponential parisian ruin: Diffusion approximation	0
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	0
Accelerated group sequential sampling	0
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces	0
Subgeometric ergodicity and β-mixing	0
Non-hyperuniformity of Gibbs point processes with short-range interactions	0
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	0
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	0
JPR volume 60 issue 1 Cover and Front matter	0
The Bruss–Robertson–Steele inequality	0
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations	0
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal	0
A product form for the general stochastic matching model	0
Stochastic properties of generalized finite mixture models with dependent components	0
An algorithm to construct coherent systems using signatures	0
Strong couplings for static locally tree-like random graphs	0
JPR volume 59 issue 4 Cover and Front matter	0
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise	0
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices	0
De Finetti’s control problem with a concave bound on the control rate	0
The dutch draw: constructing a universal baseline for binary classification problems	0
An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion	0
Optimal coupling of jumpy Brownian motion on the circle	0
Applied Probability Trust prizes 2021	0
Entropy of killed-resurrected stationary Markov chains	0
Disorder detection with costly observations	0
Buffon’s problem determines Gaussian curvature in three geometries	0
Approaching the coupon collector’s problem with group drawings via Stein’s method	0
The elephant random walk in the triangular array setting	0
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes	0
Optimal stopping methodology for the secretary problem with random queries	0
An exponential nonuniform Berry–Esseen bound of the maximum likelihood estimator in a Jacobi process	0
Surprising identities for the greedy independent set on Cayley trees	0
On the Brownian range and the Brownian reversal	0
Random population dynamics under catastrophic events	0
Optimal allocation of relevations in coherent systems	0
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity	0
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	0
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions	0
Construction of age-structured branching processes by stochastic equations	0
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	0
With or without replacement? Sampling uncertainty in Shepp’s urn scheme	0
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions	0
Arcsine laws for random walks generated from random permutations with applications to genomics	0
Bounding the difference between the values of robust and non-robust Markov decision problems	0
Controlled branching processes with continuous time	0
Characterization theorems for pseudo cross-variograms	0
On the strong stability of ergodic iterations	0
On a wider class of prior distributions for graphical models	0
Coexistence of lazy frogs on	0
JPR volume 59 issue 1 Cover and Front matter	0
Lyapunov-type conditions for non-strong ergodicity of Markov processes	0