Annals of Applied Probability

Article	Citations
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	26
High-dimensional central limit theorems by Stein’s method	19
Stability of martingale optimal transport and weak optimal transport	19
Precise asymptotics: Robust stochastic volatility models	15
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees	15
Approximation bounds for random neural networks and reservoir systems	15
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo	14
Nonparametric estimation for linear SPDEs from local measurements	13
Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics	13
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	13
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	13
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls	13
Mean-field Markov decision processes with common noise and open-loop controls	13
Long time dynamics for interacting oscillators on graphs	12
Stochastic methods for the neutron transport equation II: Almost sure growth	12
A classification of the dynamics of three-dimensional stochastic ecological systems	12
A weak solution theory for stochastic Volterra equations of convolution type	12
Weak quantitative propagation of chaos via differential calculus on the space of measures	12
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation	11
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates	11
Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	11
Applications of mesoscopic CLTs in random matrix theory	10
Testing correlation of unlabeled random graphs	10
On a rough perturbation of the Navier–Stokes system and its vorticity formulation	10
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	10

Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples	10
A simple Fourier analytic proof of the AKT optimal matching theorem	10
Mixing times for the simple exclusion process with open boundaries	9
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field	9
On the limitations of single-step drift and minorization in Markov chain convergence analysis	9
Submodular mean field games: Existence and approximation of solutions	9
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	9
Estimating processes in adapted Wasserstein distance	9
Graphon mean field systems	8
Functional limit theorems for non-Markovian epidemic models	8
Optimal stopping with signatures	8
Quantitative two-scale stabilization on the Poisson space	8
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions	8
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning	8
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	7
Local weak convergence for sparse networks of interacting processes	7
Regenerative properties of the linear Hawkes process with unbounded memory	7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	7
Correlated randomly growing graphs	7
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension	7
Portfolio liquidation under factor uncertainty	7
Wasserstein-based methods for convergence complexity analysis of MCMC with applications	7
Root finding algorithms and persistence of Jordan centrality in growing random trees	6
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise	6
Mean field games of controls: On the convergence of Nash equilibria	6
Sample path large deviations for Lévy processes and random walks with Weibull increments	6
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: Continuous dynamics	6
PageRank’s behavior under degree correlations	6
Correction terms for the height of weighted recursive trees	6
PageRank asymptotics on directed preferential attachment networks	6
The random connection model and functions of edge-marked Poisson processes: Second order properties and normal approximation	6
A coupling approach for the convergence to equilibrium for a collisionless gas	6
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models	6
Constrained stochastic LQ control with regime switching and application to portfolio selection	6
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average	6
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains	6
On first order mean field game systems with a common noise	6
General selection models: Bernstein duality and minimal ancestral structures	6
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer	6
Fluctuations in mean-field Ising models	6
Broadcasting on random recursive trees	5
Large deviations for the empirical measure of the zig-zag process	5
Bulk eigenvalue fluctuations of sparse random matrices	5
Viscosity solutions to second order path-dependent Hamilton–Jacobi–Bellman equations and applications	5
Local geometry of the rough-smooth interface in the two-periodic Aztec diamond	5
Point process convergence for the off-diagonal entries of sample covariance matrices	5
Conservative stochastic two-dimensional Cahn–Hilliard equation	5
Quantifying a convergence theorem of Gyöngy and Krylov	5
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities	5
Markov selection for the stochastic compressible Navier–Stokes system	5

Absence of WARM percolation in the very strong reinforcement regime	5
Robust one-bit compressed sensing with partial circulant matrices	5
The microstructure of stochastic volatility models with self-exciting jump dynamics	5
Scaling limit of the homogenization commutator for Gaussian coefficient fields	5
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms	5
Propagation of minimality in the supercooled Stefan problem	5
Modified log-Sobolev inequalities for strong-Rayleigh measures	5
Regeneration-enriched Markov processes with application to Monte Carlo	5
A second order analysis of McKean–Vlasov semigroups	5
Dynamical models for random simplicial complexes	5
Slow-fast systems with fractional environment and dynamics	5
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R	5
Closed-loop convergence for mean field games with common noise	5
Approximation of fractional local times: Zero energy and derivatives	5
Palm theory, random measures and Stein couplings	5
Eigenvector correlations in the complex Ginibre ensemble	4
An optimal transport problem with backward martingale constraints motivated by insider trading	4
Functional central limit theorems for Wigner matrices	4
Regularization of multiplicative SDEs through additive noise	4
Semimartingales and shrinkage of filtration	4
GUE×GUE limit law at hard shocks in ASEP	4
On the value of non-Markovian Dynkin games with partial and asymmetric information	4
Adapted topologies and higher rank signatures	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Cutoff for the square plaquette model on a critical length scale	4
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms	4
Variance estimation in adaptive sequential Monte Carlo	4
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations	4
Reconstructing trees from traces	4
Cramér-type moderate deviation theorems for nonnormal approximation	4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions	4
The symmetric coalescent and Wright–Fisher models with bottlenecks	4
Conditional independence in max-linear Bayesian networks	4
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds	4
Graphon-valued stochastic processes from population genetics	4
Mixing of the averaging process and its discrete dual on finite-dimensional geometries	4
A new McKean–Vlasov stochastic interpretation of the parabolic-parabolic Keller–Segel model: The two-dimensional case	4
The planted matching problem: Phase transitions and exact results	4
Optimal subgraph structures in scale-free configuration models	4
Optimal corrector estimates on percolation cluster	4
Chromosome painting: How recombination mixes ancestral colors	4
The phase structure of asymmetric ballistic annihilation	4
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling	4
The maximum of branching Brownian motion in Rd	4
Complexity results for MCMC derived from quantitative bounds	4
Algorithmic obstructions in the random number partitioning problem	4
Preferential attachment without vertex growth: Emergence of the giant component	4
Hamilton–Jacobi equations for nonsymmetric matrix inference	4
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh–Nagumo model	4
Continuum models of directed polymers on disordered diamond fractals in the critical case	4
Quantum mean-field games	4
Statistical inference for Bures–Wasserstein barycenters	4
Mean-field reflected backward stochastic differential equations	4
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point	3
Rates of multivariate normal approximation for statistics in geometric probability	3
On the asymptotic optimality of the comb strategy for prediction with expert advice	3
Sharp convergence rates for empirical optimal transport with smooth costs	3
Existence of gradient Gibbs measures on regular trees which are not translation invariant	3
Growth of stationary Hastings–Levitov	3
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence	3
Utility maximization via decoupling fields	3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system	3
Corrigendum for “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”	3
Capacity of the range of tree-indexed random walk	3
Gambler’s ruin estimates on finite inner uniform domains	3
How fragile are information cascades?	3
Ergodic robust maximization of asymptotic growth	3
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	3
Polluted bootstrap percolation in three dimensions	3
Modelling information flows by Meyer-$\sigma $-fields in the singular stochastic control problem of irreversible investment	3
Antithetic multilevel sampling method for nonlinear functionals of measure	3
Extended L-ensembles: A new representation for determinantal point processes	3
Fast and memory-optimal dimension reduction using Kac’s walk	3
Absorbing time asymptotics in the oriented swap process	3
A new approach to Pólya urn schemes and its infinite color generalization	3
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph	3
Dimension-free local convergence and perturbations for reflected Brownian motions	3
On Monte-Carlo methods in convex stochastic optimization	3
Large deviation for uniform graphs with given degrees	3
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	3

Barycentric Brownian bees	3
Random neural networks in the infinite width limit as Gaussian processes	3
Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases	3
Coalescing and branching simple symmetric exclusion process	3
Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment	3
The interchange process on high-dimensional products	3
On the minimal drift for recurrence in the frog model on d-ary trees	3
The Langevin Monte Carlo algorithm in the non-smooth log-concave case	3
Stochastic approximation with discontinuous dynamics, differential inclusions, and applications	3
A universality result for subcritical complex Gaussian multiplicative chaos	3
Homogeneous mappings of regularly varying vectors	3
Phase transition in random tensors with multiple independent spikes	3
Band-limited mimicry of point processes by point processes supported on a lattice	3
Lines of descent in the deterministic mutation–selection model with pairwise interaction	3
Multiparameter Bernoulli factories	3
Entropy dissipation estimates for inhomogeneous zero-range processes	3
Mean-field games of finite-fuel capacity expansion with singular controls	3
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs	3
On the generating function of the Pearcey process	3
Functional convergence of sequential U-processes with size-dependent kernels	3
Berry–Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression	3
Controlled measure-valued martingales: A viscosity solution approach	2
Random conductance models with stable-like jumps: Quenched invariance principle	2
Large deviation principle for geometric and topological functionals and associated point processes	2
Stein’s method, Gaussian processes and Palm measures, with applications to queueing	2
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background	2
Construction of continuous-state branching processes in varying environments	2
Coexistence in competing first passage percolation with conversion	2
An entropic approach for Hamiltonian Monte Carlo: The idealized case	2
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem	2
Card guessing and the birthday problem for sampling without replacement	2
On the accept–reject mechanism for Metropolis–Hastings algorithms	2
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles	2
Strong diffusion approximation in averaging and value computation in Dynkin’s games	2
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics	2
Path dependent optimal transport and model calibration on exotic derivatives	2
Universality for Langevin-like spin glass dynamics	2
Nonparametric learning for impulse control problems—Exploration vs. exploitation	2
Statistical inference for rough volatility: Central limit theorems	2
Neural network approximation and estimation of classifiers with classification boundary in a Barron class	2
Spread of premalignant mutant clones and cancer initiation in multilayered tissue	2
Quickest real-time detection of a Brownian coordinate drift	2
Entropy decay in the Swendsen–Wang dynamics on Zd	2
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times	2
A dynamic programming approach to distribution-constrained optimal stopping	2
Central moments of the free energy of the stationary O’Connell–Yor polymer	2
Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation	2
Correlation decay for hard spheres via Markov chains	2
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods	2
Cramér-type moderate deviations under local dependence	2
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions	2
Crossing probabilities of multiple Ising interfaces	2
Multitype Λ-coalescents	2
Set-valued backward stochastic differential equations	2
High-dimensional scaling limits of piecewise deterministic sampling algorithms	2
Time-time covariance for last passage percolation in half-space	2
Large deviations of Kac’s conservative particle system and energy nonconserving solutions to the Boltzmann equation: A counterexample to the predicted rate function	2
Periodic words, common subsequences and frogs	2
Convex hulls of perturbed random point sets	2
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary	2
Central limit theorems for combinatorial optimization problems on sparse Erdős–Rényi graphs	2
Optimal cleaning for singular values of cross-covariance matrices	2
Crossover times in bipartite networks with activity constraints and time-varying switching rates	2
Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains	2
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions	2
On the stability of positive semigroups	2
Risk-sensitive control for a class of diffusions with jumps	2
Shock fluctuations in TASEP under a variety of time scalings	2
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems	2
Understanding the dual formulation for the hedging of path-dependent options with price impact	2
Stochastic fixed-point equation and local dependence measure	2
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach	2
Hidden regular variation for point processes and the single/multiple large point heuristic	2
Asymptotic analysis for extreme eigenvalues of principal minors of random matrices	2
Minimax formula for the replica symmetric free energy of deep restricted Boltzmann machines	2
Asymptotic distribution of Bernoulli quadratic forms	2
Toward a mathematical theory of trajectory inference	2
Near equilibrium fluctuations for supermarket models with growing choices	2
One-dependent colorings of the star graph	1
The size of t-cores and hook lengths of random cells in random partitions	1
Speed up Zig-Zag	1
A probability approximation framework: Markov process approach	1
Fast approximate simulation of finite long-range spin systems	1
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks	1
Gaussian concentration bounds for stochastic chains of unbounded memory	1
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	1
Kyle–Back models with risk aversion and non-Gaussian beliefs	1
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields	1
Convergence rate of the Euler–Maruyama scheme applied to diffusion processes with Lq−Lρ drift coefficient and additive noise	1
Continuity of the martingale optimal transport problem on the real line	1
Disagreement coupling of Gibbs processes with an application to Poisson approximation	1
A characterization of martingale-equivalent mixed compound Poisson processes	1
Parking on the integers	1