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 2021-08-01 to 2025-08-01.)
ArticleCitations
Stochastic epidemic models with varying infectivity and waning immunity37
The frog model on Galton–Watson trees29
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point28
A probability approximation framework: Markov process approach25
From finite population optimal stopping to mean field optimal stopping23
Lp optimal prediction of the last zero of a spectrally negative Lévy process21
An entropic approach for Hamiltonian Monte Carlo: The idealized case21
Central moments of the free energy of the stationary O’Connell–Yor polymer19
Open markets and hybrid Jacobi processes18
Mean-field reflected backward stochastic differential equations18
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background18
On the limitations of single-step drift and minorization in Markov chain convergence analysis18
Periodic words, common subsequences and frogs18
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths18
Cylinders’ percolation: Decoupling and applications17
Barycentric Brownian bees17
Mean field games with common noise and degenerate idiosyncratic noise17
Controlled measure-valued martingales: A viscosity solution approach16
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles15
Analysis of two-component Gibbs samplers using the theory of two projections15
Large deviation for uniform graphs with given degrees15
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data15
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs15
Large deviation local limit theorems and limits of biconditioned planar maps15
Regenerative properties of the linear Hawkes process with unbounded memory14
The multiplicative chaos of H=0 fractional Brownian fields14
The effective strength of selection in random environment14
Metastability in loss networks with dynamic alternative routing13
Distributionally robust Gaussian process regression and Bayesian inverse problems13
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment13
Universality of approximate message passing algorithms and tensor networks12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment12
Weighted signature kernels12
Metastability for expanding bubbles on a sticky substrate11
Shock fluctuations in TASEP under a variety of time scalings11
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium11
A dynamic analytic method for risk-aware controlled martingale problems10
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R10
The scaling limit of a critical random directed graph10
Convergence of metadynamics: Discussion of the adiabatic hypothesis10
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions9
Glivenko–Cantelli theorems for integrated functionals of stochastic processes9
A potential-based construction of the increasing supermartingale coupling9
The TAP free energy for high-dimensional linear regression9
The relative frequency between two continuous-state branching processes with immigration and their genealogy9
Gibbs posterior convergence and the thermodynamic formalism9
Population dynamics under demographic and environmental stochasticity9
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds9
Asymptotically linear iterated function systems on the real line9
Graphon mean field systems9
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”9
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems8
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs8
Reconstructing trees from traces8
An optimal transport problem with backward martingale constraints motivated by insider trading8
Extremal statistics of quadratic forms of GOE/GUE eigenvectors8
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise8
On the difference between entropic cost and the optimal transport cost7
Long-term balanced allocation via thinning7
Multilevel path branching for digital options7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise7
Quantitative uniform stability of the iterative proportional fitting procedure7
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property7
Differentiability of quadratic forward-backward SDEs with rough drift7
Diffusion approximations for self-excited systems with applications to general branching processes7
On Loewner chains driven by semimartingales and complex Bessel-type SDEs7
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods7
Mertens conjectures in absorbing games with incomplete information7
Parking on the integers7
Dynamical models for random simplicial complexes7
Card guessing and the birthday problem for sampling without replacement7
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles7
Multitype Λ-coalescents7
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation7
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems7
Entropy dissipation estimates for inhomogeneous zero-range processes6
Toward a mathematical theory of trajectory inference6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
Optimal cleaning for singular values of cross-covariance matrices6
Computational methods for adapted optimal transport6
The trunks of CLE(4) explorations6
Tracy–Widom at each edge of real covariance and MANOVA estimators6
The bi-dimensional Directed IDLA forest6
Disagreement coupling of Gibbs processes with an application to Poisson approximation6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence6
On the valleys of the stochastic heat equation6
Quantitative two-scale stabilization on the Poisson space6
Fluctuations in mean-field Ising models6
Generalized Wasserstein barycenters between probability measures living on different subspaces6
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents6
Ergodicity of the underdamped mean-field Langevin dynamics6
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals6
Testing correlation of unlabeled random graphs6
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment6
Weak error estimates for rough volatility models6
Are American options European after all?6
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems6
Control on Hilbert spaces and application to some mean field type control problems6
Quantifying a convergence theorem of Gyöngy and Krylov5
Energy correlations in the critical Ising model on a torus5
Sharp convergence rates for empirical optimal transport with smooth costs5
Reinforced Galton–Watson processes II: Large time behaviors5
Long random matrices and tensor unfolding5
Low-temperature Ising dynamics with random initializations5
General selection models: Bernstein duality and minimal ancestral structures5
Mixing times for the simple exclusion process with open boundaries5
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics5
Phase transition for percolation on a randomly stretched square lattice5
Limit theory of combinatorial optimization for random geometric graphs5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
First-order behavior of the time constant in Bernoulli first-passage percolation5
When random tensors meet random matrices5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)5
Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events5
Stability of the weak martingale optimal transport problem4
Adapted topologies and higher rank signatures4
High-dimensional central limit theorems by Stein’s method4
Fast and memory-optimal dimension reduction using Kac’s walk4
The fractal cylinder process: Existence and connectivity phase transitions4
Shadows and barriers4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
Scaling limit of the homogenization commutator for Gaussian coefficient fields4
Convergence of space-discretised gKPZ via regularity structures4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
Entropy decay in the Swendsen–Wang dynamics on Zd4
Independence property of the Busemann function in exactly solvable KPZ models4
Cramér-type moderate deviations under local dependence4
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer4
The Berry–Esseen theorem for circular β-ensemble4
Preferential attachment without vertex growth: Emergence of the giant component4
Central limit theorems for SIR epidemics and percolation on configuration model random graphs4
Capacity of the range of tree-indexed random walk4
Closed-loop convergence for mean field games with common noise4
The stochastic Airy operator at large temperature4
Stability of martingale optimal transport and weak optimal transport4
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions4
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics4
On the spectrum of dense random geometric graphs4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters4
Central limit theorems for combinatorial optimization problems on sparse Erdős–Rényi graphs4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension3
The modified MSA, a gradient flow and convergence3
Martingale transports and Monge maps3
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations3
Stochastic fixed-point equation and local dependence measure3
Correction terms for the height of weighted recursive trees3
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics3
Risk-sensitive credit portfolio optimization under partial information and contagion risk3
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel3
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability3
Continuity of the martingale optimal transport problem on the real line3
Wasserstein convergence rates of increasingly concentrating probability measures3
Quantitative CLT for linear eigenvalue statistics of Wigner matrices3
The Stefan problem and free targets of optimal Brownian martingale transport3
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary3
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators3
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant3
Volterra square-root process: Stationarity and regularity of the law3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system3
Corrections: On the capacity functional of the infinite cluster of a Boolean model3
On a stiff problem in two-dimensional space3
Portfolio liquidation under factor uncertainty3
On quasilinear parabolic systems and FBSDEs of quadratic growth3
Multiparameter Bernoulli factories3
Stochastic partial differential equations arising in self-organized criticality3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices3
Geometry of random Cayley graphs of Abelian groups3
Anomalous scaling regime for one-dimensional Mott variable-range hopping3
Uniform convergence of the Fleming–Viot process in a hard killing metastable case3
Optimal bounds in normal approximation for many interacting worlds3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains3
A classification of the dynamics of three-dimensional stochastic ecological systems3
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks3
Large deviation principle for geometric and topological functionals and associated point processes3
A weak solution theory for stochastic Volterra equations of convolution type3
The directed spanning forest in the hyperbolic space3
Rankings in directed configuration models with heavy tailed in-degrees3
Phase transition in random tensors with multiple independent spikes3
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls3
Linear-time uniform generation of random sparse contingency tables with specified marginals3
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data3
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms3
Mixing time for the asymmetric simple exclusion process in a random environment3
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees3
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance3
Submodular mean field games: Existence and approximation of solutions3
The stochastic primitive equations with nonisothermal turbulent pressure3
Maximum likelihood thresholds via graph rigidity3
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise3
The roughness exponent and its model-free estimation3
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes3
On eigenvalue distributions of large autocovariance matrices2
Continuous time random matching2
Cutoff phenomenon in nonlinear recombinations2
Quasilinear rough evolution equations2
Hydrodynamic limit for the Kob–Andersen model2
The critical Karp–Sipser core of random graphs2
Diffusive limits of Lipschitz functionals of Poisson measures2
A new approach to Pólya urn schemes and its infinite color generalization2
A phase transition in Arrow’s theorem with three alternatives2
Optimal stopping with signatures2
Structural results for the tree builder random walk2
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations2
A shape theorem for exploding sandpiles2
Robust one-bit compressed sensing with partial circulant matrices2
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias2
Slow-fast systems with fractional environment and dynamics2
Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations2
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions2
Long time dynamics for interacting oscillators on graphs2
Global-in-time mean-field convergence for singular Riesz-type diffusive flows2
Universality for Langevin-like spin glass dynamics2
Pathwise large deviations for the pure jump k-nary interacting particle systems2
Solving McKean–Vlasov SDEs via relative entropy2
On Monte-Carlo methods in convex stochastic optimization2
Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases2
Asymptotic expansions for high-frequency option data2
Sequential importance sampling for estimating expectations over the space of perfect matchings2
Contiguity under high-dimensional Gaussianity with applications to covariance testing2
Stochastic processes with competing reinforcements2
Domain of attraction of the fixed points of Branching Brownian motion2
A growth-fragmentation-isolation process on random recursive trees and contact tracing2
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples2
Extended L-ensembles: A new representation for determinantal point processes2
Sharp analysis on the joint distribution of the number of descents and inverse descents in a random permutation2
Quantum mean-field games2
Approximation of fractional local times: Zero energy and derivatives2
Cutoff for random walk on random graphs with a community structure2
A spatial measure-valued model for chemical reaction networks in heterogeneous systems2
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions2
On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment2
Mapping hydrodynamics for the facilitated exclusion and zero-range processes2
An impossibility result for phylogeny reconstruction from k-mer counts2
The microstructure of stochastic volatility models with self-exciting jump dynamics2
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems2
Functional convergence of sequential U-processes with size-dependent kernels2
Coalescing and branching simple symmetric exclusion process2
Asymptotic behaviour of the noisy voter model density process2
0.030663013458252