Annals of Applied Probability

Papers
(The median citation count of Annals 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
Fast approximate simulation of finite long-range spin systems31
PageRank’s behavior under degree correlations25
The frog model on Galton–Watson trees22
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 process18
A probability approximation framework: Markov process approach18
From finite population optimal stopping to mean field optimal stopping18
An entropic approach for Hamiltonian Monte Carlo: The idealized case18
Central moments of the free energy of the stationary O’Connell–Yor polymer17
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs17
Periodic words, common subsequences and frogs17
Open markets and hybrid Jacobi processes16
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background15
“Regression anytime” with brute-force SVD truncation15
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths15
Large deviation for uniform graphs with given degrees14
Analysis of two-component Gibbs samplers using the theory of two projections14
Cylinders’ percolation: Decoupling and applications13
Barycentric Brownian bees13
Mean-field reflected backward stochastic differential equations12
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles12
On the limitations of single-step drift and minorization in Markov chain convergence analysis12
Controlled measure-valued martingales: A viscosity solution approach12
Large deviation local limit theorems and limits of biconditioned planar maps11
Regenerative properties of the linear Hawkes process with unbounded memory11
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data11
The effective strength of selection in random environment11
The multiplicative chaos of H=0 fractional Brownian fields11
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment10
Weighted signature kernels10
Shock fluctuations in TASEP under a variety of time scalings10
Metastability in loss networks with dynamic alternative routing10
Asymptotically linear iterated function systems on the real line9
The scaling limit of a critical random directed graph9
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach9
Glivenko–Cantelli theorems for integrated functionals of stochastic processes9
Metastability for expanding bubbles on a sticky substrate9
Universality of approximate message passing algorithms and tensor networks9
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium9
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds8
Gibbs posterior convergence and the thermodynamic formalism8
Convergence of metadynamics: Discussion of the adiabatic hypothesis8
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions8
A potential-based construction of the increasing supermartingale coupling8
A dynamic analytic method for risk-aware controlled martingale problems8
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R8
The TAP free energy for high-dimensional linear regression8
Population dynamics under demographic and environmental stochasticity8
Graphon mean field systems8
The relative frequency between two continuous-state branching processes with immigration and their genealogy8
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”7
Extremal statistics of quadratic forms of GOE/GUE eigenvectors7
Dynamical models for random simplicial complexes7
Card guessing and the birthday problem for sampling without replacement7
An optimal transport problem with backward martingale constraints motivated by insider trading7
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise7
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems7
On the difference between entropic cost and the optimal transport cost7
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems7
Diffusion approximations for self-excited systems with applications to general branching processes7
Reconstructing trees from traces7
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs7
Long-term balanced allocation via thinning7
Control on Hilbert spaces and application to some mean field type control problems6
Parking on the integers6
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods6
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property6
On Loewner chains driven by semimartingales and complex Bessel-type SDEs6
Quantitative uniform stability of the iterative proportional fitting procedure6
Differentiability of quadratic forward-backward SDEs with rough drift6
Multitype Λ-coalescents6
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation6
Disagreement coupling of Gibbs processes with an application to Poisson approximation6
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles6
Mertens conjectures in absorbing games with incomplete information6
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems6
Multilevel path branching for digital options6
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise6
The trunks of CLE(4) explorations5
Tracy–Widom at each edge of real covariance and MANOVA estimators5
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals5
Optimal cleaning for singular values of cross-covariance matrices5
Toward a mathematical theory of trajectory inference5
First-order behavior of the time constant in Bernoulli first-passage percolation5
Quantifying a convergence theorem of Gyöngy and Krylov5
Fluctuations in mean-field Ising models5
Generalized Wasserstein barycenters between probability measures living on different subspaces5
Ergodicity of the underdamped mean-field Langevin dynamics5
The bi-dimensional Directed IDLA forest5
Quantitative two-scale stabilization on the Poisson space5
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case5
Entropy dissipation estimates for inhomogeneous zero-range processes5
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment5
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field5
Phase transition for percolation on a randomly stretched square lattice5
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence5
Are American options European after all?5
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents5
Weak error estimates for rough volatility models5
Computational methods for adapted optimal transport5
Energy correlations in the critical Ising model on a torus5
On the valleys of the stochastic heat equation5
Testing correlation of unlabeled random graphs5
Stability of martingale optimal transport and weak optimal transport4
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning4
Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events4
General selection models: Bernstein duality and minimal ancestral structures4
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)4
The fractal cylinder process: Existence and connectivity phase transitions4
Low-temperature Ising dynamics with random initializations4
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer4
Adapted topologies and higher rank signatures4
Long random matrices and tensor unfolding4
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics4
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph4
Limit theory of combinatorial optimization for random geometric graphs4
High-dimensional scaling limits of piecewise deterministic sampling algorithms4
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics4
Preferential attachment without vertex growth: Emergence of the giant component4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains4
Reinforced Galton–Watson processes II: Large time behaviors4
Mixing times for the simple exclusion process with open boundaries4
When random tensors meet random matrices4
Sharp convergence rates for empirical optimal transport with smooth costs4
On the accept–reject mechanism for Metropolis–Hastings algorithms4
On the spectrum of dense random geometric graphs4
Antithetic multilevel sampling method for nonlinear functionals of measure4
Geometry of random Cayley graphs of Abelian groups3
Entropy decay in the Swendsen–Wang dynamics on Zd3
The modified MSA, a gradient flow and convergence3
Closed-loop convergence for mean field games with common noise3
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls3
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning3
Submodular mean field games: Existence and approximation of solutions3
Fast and memory-optimal dimension reduction using Kac’s walk3
Shadows and barriers3
Independence property of the Busemann function in exactly solvable KPZ models3
The stochastic Airy operator at large temperature3
Correction terms for the height of weighted recursive trees3
Continuity of the martingale optimal transport problem on the real line3
Quantitative CLT for linear eigenvalue statistics of Wigner matrices3
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks3
Stein’s method, Gaussian processes and Palm measures, with applications to queueing3
The roughness exponent and its model-free estimation3
Capacity of the range of tree-indexed random walk3
Corrections: On the capacity functional of the infinite cluster of a Boolean model3
Scaling limit of the homogenization commutator for Gaussian coefficient fields3
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients3
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions3
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters3
High-dimensional central limit theorems by Stein’s method3
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions3
Volterra square-root process: Stationarity and regularity of the law3
Portfolio liquidation under factor uncertainty3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees3
Mixing time for the asymmetric simple exclusion process in a random environment3
Stochastic fixed-point equation and local dependence measure3
Central limit theorems for combinatorial optimization problems on sparse Erdős–Rényi graphs3
A weak solution theory for stochastic Volterra equations of convolution type3
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability3
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average3
Convergence of space-discretised gKPZ via regularity structures3
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations3
The Berry–Esseen theorem for circular β-ensemble3
Central limit theorems for SIR epidemics and percolation on configuration model random graphs3
Cramér-type moderate deviations under local dependence3
Rankings in directed configuration models with heavy tailed in-degrees3
Stability of the weak martingale optimal transport problem3
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators3
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel3
Maximum likelihood thresholds via graph rigidity3
Anomalous scaling regime for one-dimensional Mott variable-range hopping2
Rigidity of eigenvalues for β ensemble in multi-cut regime2
Universality for Langevin-like spin glass dynamics2
Correlation detection in trees for planted graph alignment2
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance2
On the number of cycles in commutators of random permutations2
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data2
Mapping hydrodynamics for the facilitated exclusion and zero-range processes2
Quantum mean-field games2
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant2
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics2
First passage percolation with long-range correlations and applications to random Schrödinger operators2
Large deviation principle for geometric and topological functionals and associated point processes2
The Stefan problem and free targets of optimal Brownian martingale transport2
Growth of stationary Hastings–Levitov2
Extended L-ensembles: A new representation for determinantal point processes2
Phase transition in random tensors with multiple independent spikes2
On a random model of forgetting2
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise2
Dynamical Gibbs variational principles for irreversible interacting particle systems with applications to attractor properties2
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability2
Erratum: Diffusion models and steady-state approximations for exponentially ergodic Markovian queues2
On a stiff problem in two-dimensional space2
Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime2
Multiparameter Bernoulli factories2
Mean-field analysis for load balancing on spatial graphs2
On quasilinear parabolic systems and FBSDEs of quadratic growth2
Cutoff for a one-sided transposition shuffle2
A new approach to Pólya urn schemes and its infinite color generalization2
Linear-time uniform generation of random sparse contingency tables with specified marginals2
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms2
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension2
Uniform convergence of the Fleming–Viot process in a hard killing metastable case2
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system2
Solving McKean–Vlasov SDEs via relative entropy2
The stochastic primitive equations with nonisothermal turbulent pressure2
Risk-sensitive credit portfolio optimization under partial information and contagion risk2
Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations2
A classification of the dynamics of three-dimensional stochastic ecological systems2
Random conductance models with stable-like jumps: Quenched invariance principle2
Wasserstein convergence rates of increasingly concentrating probability measures2
Rare event asymptotics for exploration processes for random graphs2
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces2
General diffusion processes as limit of time-space Markov chains2
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions2
Stability and statistical inference for semidiscrete optimal transport maps2
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains2
Approximation of fractional local times: Zero energy and derivatives2
Martingale transports and Monge maps2
Long time dynamics for interacting oscillators on graphs2
Stochastic partial differential equations arising in self-organized criticality2
The directed spanning forest in the hyperbolic space2
Optimal bounds in normal approximation for many interacting worlds2
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets2
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices2
The critical Karp–Sipser core of random graphs2
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary2
Coexistence in competing first passage percolation with conversion2
The effective radius of self repelling elastic manifolds2
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes2
Quasilinear rough evolution equations2
Spectral gap of the symmetric inclusion process1
Neural network approximation and estimation of classifiers with classification boundary in a Barron class1
A quasi-stationary approach to the long-term asymptotics of the growth-fragmentation equation1
Properties of eigenvalues and eigenvectors of large-dimensional sample correlation matrices1
The stochastic heat equation as the limit of a stirring dynamics perturbed by a voter model1
Large-scale behaviour and hydrodynamic limit of beta coalescents1
Continuum models of directed polymers on disordered diamond fractals in the critical case1
Convergence to the thermodynamic limit for random-field random surfaces1
Cutoff for rewiring dynamics on perfect matchings1
Dimension-free local convergence and perturbations for reflected Brownian motions1
Dimension results for the spectral measure of the circular β ensembles1
Invariance principles for integrated random walks conditioned to stay positive1
A concentration of measure and random matrix approach to large-dimensional robust statistics1
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates1
Concentration of contractive stochastic approximation: Additive and multiplicative noise1
Asymptotic analysis for extreme eigenvalues of principal minors of random matrices1
Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws1
Breaking a chain of interacting Brownian particles1
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