OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Theoretical 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 2022-06-01 to 2026-06-01.)

Article	Citations
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors	15
Lower Deviation for the Supremum of the Support of Super-Brownian Motion	10
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures	10
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations	8
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems	7
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon	7
Commutative Monoid Duality	7
A Theory of Singular Values for Finite Free Probability	7
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	6
Left-Continuous Random Walk on $${\mathbb {Z}}$$ and the Parity of Its Hitting Times	6
Hölder Estimates and Weak Convergences of Certain Weighted Sum Processes	6
Stabilization of Distribution Dependent Stochastic Differential Equations Driven by Lévy Noise with Discrete-Time Feedback Controls	6
A Central Limit Theorem for a Generalization of the Ewens Measure to Random Tuples of Commuting Permutations	5
Coalescence in Markov Chains	5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions	5
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential	5
Krylov–Veretennikov Decomposition for Measure-Valued Processes Induced by Stochastic Differential Equations with Interaction on Riemannian Manifolds	5
On the Phase Diagram of the Polymer Model	5
Multivariate Stable Approximation by Stein’s Method	4
Banach Random Walk in Acoustics	4
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients	4
Precise Tail Behaviour of Some Dirichlet Series	4
On the Second Eigenvalue of Random Bipartite Biregular Graphs	4
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses	4
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities	4

Some Families of Random Fields Related to Multiparameter Lévy Processes	4
Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees	4
To See the Forest for the Trees: On the Infinite Divisibility of Unlabeled Forests	4
Markov Chains in the Domain of Attraction of Brownian Motion in Cones	4
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process	3
Structural Properties of Gibbsian Point Processes in Abstract Spaces	3
Cutoff on Trees is Rare	3
Normal Approximation of Compound Hawkes Functionals	3
Large Deviations for Locally Monotone Stochastic Partial Differential Equations Driven by Lévy Noise	3
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems	3
Mean Attractors and Invariant Measures for Fractional Stochastic Lattice Systems Driven by Nonlinear Noise	3
Discretization of the Ergodic Functional Central Limit Theorem	3
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations	3
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation	3
On the Stationary Measures of Two Variants of the Voter Model	3
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling	3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups	3
Bifractional Brownian Motions on Metric Spaces	3
Exact Expressions for the Maximal Probability that all k-wise Independent Bits are 1	3
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails	3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments	3
Exit Times for a Discrete Markov Additive Process	3
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures	3
On Ergodic Properties of Some Lévy-Type Processes	3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form	3
Convergence to Stable Laws and a Local Limit Theorem for Products of Positive Random Matrices	3
Measure Kernel Sections for Superlinear Stochastic Korteweg–de Vries Lattice Systems on Banach Spaces	3
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix	3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)	3
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States	3
All Spatial Random Graphs with Weak Long-Range Effects have Chemical Distance Comparable to Euclidean Distance	3
Green Function for an Asymptotically Stable Random Walk in a Half Space	2
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators	2
Free Positive Multiplicative Brownian Motion and the Free Additive Convolution of Semicircle and Uniform Distributions	2
Asymptotics in Multivariate Le Cam’s Theorem	2
Spectral Construction of Optimal Weighted Wasserstein Metrics for Random Logistic-Type Maps	2
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes	2
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions	2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions	2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation	2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps	2
Interacting Point Processes	2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	2
Entropies of Sums of Independent Gamma Random Variables	2
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses	2
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations	2
A Local Limit Theorem for a Random Walk in an Intermittent Dynamical Environment	2
Spectral Heat Content for Time-Changed Killed Brownian Motions	2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass	2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices	2

Large Deviations and Berry–Esseen Bounds for A Critical Galton–Watson Process	2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups	2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations	2
Deviation and Moment Inequalities for Banach-Valued U-statistics	2
Limit Theorems for $$\sigma $$-Localized Émery Convergence	2
Regular Diffusion and Stochastic Differential Equation with Generalized Drift	2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails	2
Sub-exponentiality in Statistical Exponential Models	2
McKean–Vlasov Stochastic Differential Equations Driven by Fractional Stable Processes: Well-Posedness, Propagation of Chaos, Averaging Principle	2
Anisotropic Non-oriented Bond Percolation in High Dimensions	2
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past	2
On Decoupled Standard Random Walks	2
On Conditioning Brownian Particles to Coalesce	2
General Mean Reflected Backward Stochastic Differential Equations	2
Support Theorem for Lévy-driven Stochastic Differential Equations	2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition	2
Elephant Random Walks with Multiple Extractions and General Reinforcement Functions	2
A Denseness Property of Stochastic Processes	2
From Pinned Billiard Balls to Partial Differential Equations	2