Journal of Applied Probability

Papers
(The TQCC of Journal of Applied Probability is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-05-01 to 2025-05-01.)
ArticleCitations
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations20
Extinction time of the logistic process18
JPR volume 60 issue 2 Cover and Front matter15
JPR volume 61 issue 1 Cover and Back matter11
Ruin probabilities in a Markovian shot-noise environment11
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias9
Branching processes in nearly degenerate varying environment8
Sufficientness postulates for measure-valued Pólya urn sequences7
Regeneration of branching processes with immigration in varying environments – Erratum7
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes7
On supercritical branching processes with emigration7
Stationary analysis of an (R, Q) inventory model with normal and emergency orders7
Persistence of spectral projections for stochastic operators on large tensor products7
Asymptotics of the overflow in urn models6
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM6
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators6
JPR volume 59 issue 3 Cover and Back matter5
Regeneration of branching processes with immigration in varying environments5
Characterization of random variables with stationary digits5
Queues with path-dependent arrival processes5
JPR volume 59 issue 2 Cover and Back matter5
Coupling results and Markovian structures for number representations of continuous random variables5
On the comparison of Shapley values for variance and standard deviation games5
JPR volume 61 issue 4 Cover and Front matter5
Reflection principle for finite-velocity random motions4
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions4
Cover time for branching random walks on regular trees4
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails4
Mutually interacting superprocesses with migration4
An adjacent-swap Markov chain on coalescent trees4
Sharp large deviations and concentration inequalities for the number of descents in a random permutation4
Uncertainty quantification and confidence intervals for naive rare-event estimators4
Stein’s method and approximating the multidimensional quantum harmonic oscillator4
JPR volume 61 issue 3 Cover and Back matter4
Asymptotic persistence time formulae for multitype birth–death processes4
Super-replication of life-contingent options under the Black–Scholes framework4
First-passage time for Sinai’s random walk in a random environment4
Generalizations of forest fires with ignition at the origin4
Asymptotic results for sums and extremes4
Workload analysis of a two-queue fluid polling model4
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process4
Long range dependence of heavy-tailed random functions3
Widths of crossings in Poisson Boolean percolation3
Subgeometric ergodicity and β-mixing3
The number of K-tons in the coupon collector problem3
Prevalence of deficiency-zero reaction networks in an Erdös–Rényi framework3
Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness3
Further properties of fractional stochastic dominance3
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise3
JPR volume 61 issue 1 Cover and Front matter3
Tree trace reconstruction using subtraces3
A non-homogeneous alternating renewal process model for interval censoring3
Disorder detection with costly observations3
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal3
With or without replacement? Sampling uncertainty in Shepp’s urn scheme3
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model3
Characterization theorems for pseudo cross-variograms2
Anomalous recurrence of Markov chains on negatively curved manifolds2
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices2
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment2
Aging notions, stochastic orders, and expected utilities2
Monotonicity of implied volatility for perpetual put options2
Short-time behavior of solutions to Lévy-driven stochastic differential equations2
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes2
Computing minimal signature of coherent systems through matrix-geometric distributions2
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes2
JPR volume 58 issue 4 Cover and Back matter2
Arcsine laws for random walks generated from random permutations with applications to genomics2
Characteristics of the switch process and geometric divisibility2
Inequalities and bounds for expected order statistics from transform-ordered families2
Matrix representations of Wiener–Hopf factorisations for Lévy processes2
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms2
On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex2
Pathwise large deviations for the rough Bergomi model: Corrigendum2
Transition density of an infinite-dimensional diffusion with the jack parameter2
JPR volume 59 issue 2 Cover and Front matter2
Limit theorems for random points in a simplex2
An efficient method for generating a discrete uniform distribution using a biased random source2
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior2
Duality theory for exponential utility-based hedging in the Almgren–Chriss model2
Buffon’s problem determines Gaussian curvature in three geometries2
Extrema of multi-dimensional Gaussian processes over random intervals2
On some semi-parametric estimates for European option prices2
Log-concavity and other concepts of bivariate increasing failure rate distributions2
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models2
Limiting shape for first-passage percolation models on random geometric graphs2
Maximum likelihood estimation for spinal-structured trees2
JPR volume 58 issue 2 Cover and Back matter2
Stochastic analysis of average-based distributed algorithms2
JPR volume 58 issue 3 Cover and Back matter2
Optimal allocation of relevations in coherent systems2
Fast mixing of a randomized shift-register Markov chain1
Large deviations of Poisson Telecom processes1
Transience of continuous-time conservative random walks1
Generalized limit theorems forU-max statistics1
De Finetti’s control problem with a concave bound on the control rate1
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs1
The Bruss–Robertson–Steele inequality1
Strong convergence of peaks over a threshold1
An averaging process on hypergraphs1
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices1
Bounding the difference between the values of robust and non-robust Markov decision problems1
Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation1
On extremes of random clusters and marked renewal cluster processes1
JPR volume 58 issue 2 Cover and Front matter1
On the probability of rumour survival among sceptics1
Stochastic orderings of multivariate elliptical distributions1
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables1
Stationary measures and the continuous-state branching process conditioned on extinction1
Exponential decay for constrained-degree percolation1
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes1
On relevation redundancy to coherent systems at component and system levels1
Approximation with ergodic processes and testability1
Robustness of iterated function systems of Lipschitz maps1
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity1
Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain1
Discounted optimal stopping problems in first-passage time models with random thresholds1
JPR volume 60 issue 4 Cover and Front matter1
JPR volume 60 issue 3 Cover and Front matter1
Pricing and hedging for a sticky diffusion1
Reciprocal properties of random fields on undirected graphs1
A large deviation theorem for a supercritical super-Brownian motion with absorption1
Local convergence of critical Galton–Watson trees1
Recurrence and transience of a Markov chain on $\mathbb Z$ + and evaluation of prior distributions for a Poisson mean1
Information-theoretic convergence of extreme values to the Gumbel distribution1
On Tournaments and negative dependence1
Weakly interacting oscillators on dense random graphs1
Rate of convergence for particle approximation of PDEs in Wasserstein space1
Perturbation analysis for continuous-time Markov chains in a weak sense1
Large deviations of extremal eigenvalues of sample covariance matrices1
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing1
The Markov chain embedding problem in a one-jump setting1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails1
General drawdown of general tax model in a time-homogeneous Markov framework1
Applied Probability Trust prizes 20221
JPR volume 59 issue 1 Cover and Back matter1
Interacting urns on a finite directed graph1
JPR volume 58 issue 3 Cover and Front matter1
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances1
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance1
A deep look into the dagum family of isotropic covariance functions1
Chase–escape in dynamic device-to-device networks1
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution1
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models1
Scaling limits of branching random walks and branching-stable processes1
Scaling limit of the local time of random walks conditioned to stay positive1
Skew brownian motion and complexity of the alps algorithm1
JPR volume 60 issue 4 Cover and Back matter1
JPR volume 60 issue 1 Cover and Back matter1
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration1
Moderate deviations inequalities for Gaussian process regression1
Applied Probability Trust prizes 20241
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities1
Stochastic ordering results on the duration of the gambler’s ruin game1
On the speed of convergence of discrete Pickands constants to continuous ones1
A growth-fragmentation model connected to the ricocheted stable process1
On the forward algorithm for stopping problems on continuous-time Markov chains1
The dutch draw: constructing a universal baseline for binary classification problems1
On local weak limit and subgraph counts for sparse random graphs1
On a time-changed variant of the generalized counting process1
Mixing time bounds for edge flipping on regular graphs1
Non-hyperuniformity of Gibbs point processes with short-range interactions1
A Dynamic Taylor’s law1
The proportion of triangles in a class of anisotropic Poisson line tessellations1
Majorization and randomness measures1
Stopping problems with an unknown state1
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