Annals of Applied Probability

Papers
(The median citation count of Annals 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 2021-11-01 to 2025-11-01.)
ArticleCitations
The frog model on Galton–Watson trees41
Stochastic epidemic models with varying infectivity and waning immunity29
From finite population optimal stopping to mean field optimal stopping26
An entropic approach for Hamiltonian Monte Carlo: The idealized case26
A probability approximation framework: Markov process approach22
Central moments of the free energy of the stationary O’Connell–Yor polymer22
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point22
Lp optimal prediction of the last zero of a spectrally negative Lévy process21
Cylinders’ percolation: Decoupling and applications20
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs19
Mean-field reflected backward stochastic differential equations19
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles19
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths19
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background18
Mean field games with common noise and degenerate idiosyncratic noise17
Analysis of two-component Gibbs samplers using the theory of two projections17
Periodic words, common subsequences and frogs17
Barycentric Brownian bees16
Open markets and hybrid Jacobi processes16
Large deviation for uniform graphs with given degrees16
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data15
Regenerative properties of the linear Hawkes process with unbounded memory15
Controlled measure-valued martingales: A viscosity solution approach15
Large deviation local limit theorems and limits of biconditioned planar maps15
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment14
Graphical models for infinite measures with applications to extremes13
The effective strength of selection in random environment13
Weighted signature kernels13
Distributionally robust Gaussian process regression and Bayesian inverse problems13
The multiplicative chaos of H=0 fractional Brownian fields13
Universality of approximate message passing algorithms and tensor networks12
Metastability in loss networks with dynamic alternative routing12
Quasi-critical fluctuations for 2D directed polymers12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment12
Dickman approximation of weighted sums of independent random variables in the Kolmogorov distance11
A dynamic analytic method for risk-aware controlled martingale problems11
Shock fluctuations in TASEP under a variety of time scalings11
Metastability for expanding bubbles on a sticky substrate11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium11
Reconstructing trees from traces10
A potential-based construction of the increasing supermartingale coupling10
The scaling limit of a critical random directed graph10
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds10
Population dynamics under demographic and environmental stochasticity10
The TAP free energy for high-dimensional linear regression10
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions10
Gibbs posterior convergence and the thermodynamic formalism10
The relative frequency between two continuous-state branching processes with immigration and their genealogy10
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems10
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”10
Asymptotically linear iterated function systems on the real line10
Graphon mean field systems10
Diffusion approximations for self-excited systems with applications to general branching processes9
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise9
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs9
On the difference between entropic cost and the optimal transport cost9
Dynamical models for random simplicial complexes9
Extremal statistics of quadratic forms of GOE/GUE eigenvectors9
Limits of open ASEP stationary measures near a boundary8
Long-term balanced allocation via thinning8
Disagreement coupling of Gibbs processes with an application to Poisson approximation8
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise8
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles8
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation8
An optimal transport problem with backward martingale constraints motivated by insider trading8
Differentiability of quadratic forward-backward SDEs with rough drift8
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems8
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property8
Quantitative uniform stability of the iterative proportional fitting procedure8
Parking on the integers8
On Loewner chains driven by semimartingales and complex Bessel-type SDEs8
Multilevel path branching for digital options8
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems8
Multitype Λ-coalescents8
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods8
Mertens conjectures in absorbing games with incomplete information7
Control on Hilbert spaces and application to some mean field type control problems7
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals7
Quantitative two-scale stabilization on the Poisson space7
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings7
Generalized Wasserstein barycenters between probability measures living on different subspaces7
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents7
The bi-dimensional Directed IDLA forest7
Ergodicity of the underdamped mean-field Langevin dynamics7
Card guessing and the birthday problem for sampling without replacement7
Tracy–Widom at each edge of real covariance and MANOVA estimators7
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time7
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
Fluctuations in mean-field Ising models6
Optimal cleaning for singular values of cross-covariance matrices6
Weak error estimates for rough volatility models6
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment6
Energy correlations in the critical Ising model on a torus6
Computational methods for adapted optimal transport6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence6
The trunks of CLE(4) explorations6
Toward a mathematical theory of trajectory inference6
On the valleys of the stochastic heat equation6
When random tensors meet random matrices6
Fluctuations of the 2-spin SSK model with magnetic field6
Are American options European after all?6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
Testing correlation of unlabeled random graphs6
First-order behavior of the time constant in Bernoulli first-passage percolation5
The global and local limit of the continuous-time Mallows process5
Quantifying a convergence theorem of Gyöngy and Krylov5
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains5
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer5
Adapted topologies and higher rank signatures5
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning5
General selection models: Bernstein duality and minimal ancestral structures5
Sharp convergence rates for empirical optimal transport with smooth costs5
Long random matrices and tensor unfolding5
Low-temperature Ising dynamics with random initializations5
Cramér-type moderate deviations under local dependence5
On the spectrum of dense random geometric graphs5
Independence property of the Busemann function in exactly solvable KPZ models5
Phase transition for percolation on a randomly stretched square lattice5
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
Reinforced Galton–Watson processes II: Large time behaviors5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
Limit theory of combinatorial optimization for random geometric graphs5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
Mixing times for the simple exclusion process with open boundaries5
The stochastic Airy operator at large temperature4
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)4
Fast and memory-optimal dimension reduction using Kac’s walk4
A weak solution theory for stochastic Volterra equations of convolution type4
Uniform convergence of the Fleming–Viot process in a hard killing metastable case4
Quantitative CLT for linear eigenvalue statistics of Wigner matrices4
Mixing time for the asymmetric simple exclusion process in a random environment4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
Finite dimensional projections of HJB equations in the Wasserstein space4
Convergence of space-discretised gKPZ via regularity structures4
Portfolio liquidation under factor uncertainty4
Stability of the weak martingale optimal transport problem4
Rankings in directed configuration models with heavy tailed in-degrees4
Shadows and barriers4
The Berry–Esseen theorem for circular β-ensemble4
Stability of martingale optimal transport and weak optimal transport4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
Correction terms for the height of weighted recursive trees4
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations4
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks4
Geometry of random Cayley graphs of Abelian groups4
Capacity of the range of tree-indexed random walk4
Corrections: On the capacity functional of the infinite cluster of a Boolean model4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
The modified MSA, a gradient flow and convergence4
Closed-loop convergence for mean field games with common noise4
Continuity of the martingale optimal transport problem on the real line4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters4
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions4
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls4
The roughness exponent and its model-free estimation4
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees4
Maximum likelihood thresholds via graph rigidity4
Stochastic fixed-point equation and local dependence measure4
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets4
Entropy decay in the Swendsen–Wang dynamics on Zd4
Volterra square-root process: Stationarity and regularity of the law4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients4
Scaling limit of the homogenization commutator for Gaussian coefficient fields4
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise3
On a stiff problem in two-dimensional space3
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators3
Submodular mean field games: Existence and approximation of solutions3
Additive-multiplicative stochastic heat equations, stationary solutions, and Cauchy statistics3
A new approach to Pólya urn schemes and its infinite color generalization3
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability3
The critical Karp–Sipser core of random graphs3
Stability and statistical inference for semidiscrete optimal transport maps3
Growth of stationary Hastings–Levitov3
Large deviation principle for geometric and topological functionals and associated point processes3
Extended L-ensembles: A new representation for determinantal point processes3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary3
Continuous time random matching3
A classification of the dynamics of three-dimensional stochastic ecological systems3
The directed spanning forest in the hyperbolic space3
Dynamic spatial matching3
Martingale transports and Monge maps3
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions3
Multiparameter Bernoulli factories3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Two-dimensional supercritical growth dynamics with one-dimensional nucleation3
Wasserstein convergence rates of increasingly concentrating probability measures3
On quasilinear parabolic systems and FBSDEs of quadratic growth3
Stochastic partial differential equations arising in self-organized criticality3
Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime3
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics3
On the number of cycles in commutators of random permutations3
Quantum mean-field games3
Spectral alignment of stochastic gradient descent for high-dimensional classification tasks3
Universality for Langevin-like spin glass dynamics3
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant3
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms3
The stochastic primitive equations with nonisothermal turbulent pressure3
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices3
General diffusion processes as limit of time-space Markov chains3
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains3
Linear-time uniform generation of random sparse contingency tables with specified marginals3
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system3
The Stefan problem and free targets of optimal Brownian martingale transport3
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces3
Cutoff for random walk on random graphs with a community structure3
Mapping hydrodynamics for the facilitated exclusion and zero-range processes3
Anomalous scaling regime for one-dimensional Mott variable-range hopping3
The effective radius of self repelling elastic manifolds3
Long time dynamics for interacting oscillators on graphs3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension3
Quasilinear rough evolution equations3
Anomalous and total dissipation due to advection by solutions of randomly forced Navier–Stokes equations3
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance3
Risk-sensitive credit portfolio optimization under partial information and contagion risk3
Optimal bounds in normal approximation for many interacting worlds3
Solving McKean–Vlasov SDEs via relative entropy3
Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions2
L∞-Optimal transport of anisotropic log-concave measures and exponential convergence in Fisher’s infinitesimal model2
Functional convergence of sequential U-processes with size-dependent kernels2
Coalescing and branching simple symmetric exclusion process2
Stochastic processes with competing reinforcements2
Transport dependency: Optimal transport based dependency measures2
Concentration of contractive stochastic approximation: Additive and multiplicative noise2
Dimension-free local convergence and perturbations for reflected Brownian motions2
Spectral telescope: Convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure2
Cutoff for rewiring dynamics on perfect matchings2
Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model2
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions2
Asymptotic behaviour of the noisy voter model density process2
A growth-fragmentation-isolation process on random recursive trees and contact tracing2
Invariance principle and McKean–Vlasov limit for randomized load balancing in heavy traffic2
Contiguity under high-dimensional Gaussianity with applications to covariance testing2
A concentration of measure and random matrix approach to large-dimensional robust statistics2
An efficient algorithm for solving elliptic problems on percolation clusters2
Spectral gap of the symmetric inclusion process2
Cutoff phenomenon in nonlinear recombinations2
Robust one-bit compressed sensing with partial circulant matrices2
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations2
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias2
A shape theorem for exploding sandpiles2
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering2
Domain of attraction of the fixed points of Branching Brownian motion2
Compound Poisson process approximation under β-mixing and stabilization2
Convergence to the thermodynamic limit for random-field random surfaces2
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times2
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