OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Applied Probability is 2. 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 2020-11-01 to 2024-11-01.)

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
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
Exact sampling of determinantal point processes without eigendecomposition	7
Rate of convergence for particle approximation of PDEs in Wasserstein space	7
Queues with path-dependent arrival processes	6
On the continuity of Pickands constants	6
Gaussian process approximations for multicolor Pólya urn models	6
General drawdown of general tax model in a time-homogeneous Markov framework	5
Bounds for expected supremum of fractional Brownian motion with drift	5
On connectivity and robustness of random graphs with inhomogeneity	5
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
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
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
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
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour	2
Tail variance allocation, Shapley value, and the majorization problem	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
Construction of age-structured branching processes by stochastic equations	2
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes	2
Surprising identities for the greedy independent set on Cayley trees	2
Competing risks and shock models governed by a generalized bivariate Poisson process	2
Stochastic properties of generalized finite mixture models with dependent components	2
A temporal factorization at the maximum for certain positive self-similar Markov processes	2
On a new stochastic model for cascading failures	2
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution	2
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	2
Large-deviation asymptotics of condition numbers of random matrices	2
An adjacent-swap Markov chain on coalescent trees	2

Pathwise large deviations for the rough Bergomi model: Corrigendum	2
Skeletal stochastic differential equations for superprocesses	2
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	2
On mixed fractional stochastic differential equations with discontinuous drift coefficient	2
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	2
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	2
Maximizing the pth moment of the exit time of planar brownian motion from a given domain	2
A decomposition for Lévy processes inspected at Poisson moments	2
Central limit theorem in complete feedback games	2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	2
Limit theory for U-statistics under geometric and topological constraints with rare events	2
Clustering in preferential attachment random graphs with edge-step	2
Multivariate finite-support phase-type distributions	2
Sequential metric dimension for random graphs	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
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices	2
On the probability of rumour survival among sceptics	2
Subgeometric ergodicity and β-mixing	2
The shape of a seed bank tree	2
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	2
Characterization of random variables with stationary digits	2
Rate of strong convergence to Markov-modulated Brownian motion	2
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment	2
Strong feller and ergodic properties of the (1+1)-affine process	2
Non-Comparability with respect to the convex transform order with applications	2