Annals of Applied Probability

Article	Citations
On the convergence of closed-loop Nash equilibria to the mean field game limit	40
Coupling and convergence for Hamiltonian Monte Carlo	37
Global $C^{1}$ regularity of the value function in optimal stopping problems	26
Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift	24
Geometric ergodicity of the Bouncy Particle Sampler	16
High-dimensional central limit theorems by Stein’s method	16
Stability of martingale optimal transport and weak optimal transport	15
Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls	15
Nonasymptotic bounds for sampling algorithms without log-concavity	14
Lower bounds for trace reconstruction	14
Hamilton–Jacobi equations for finite-rank matrix inference	13
The coalescent structure of continuous-time Galton–Watson trees	13
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo	13
Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics	13
Precise asymptotics: Robust stochastic volatility models	13
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes	13
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees	13
Pathwise McKean–Vlasov theory with additive noise	12
Stochastic methods for the neutron transport equation II: Almost sure growth	12
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	12
Zero-sum path-dependent stochastic differential games in weak formulation	12
A classification of the dynamics of three-dimensional stochastic ecological systems	12
Imaginary multiplicative chaos: Moments, regularity and connections to the Ising model	11
Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes	11
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls	11

Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	10
Statistical thresholds for tensor PCA	10
Applications of mesoscopic CLTs in random matrix theory	10
Long time dynamics for interacting oscillators on graphs	10
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	10
Mean-field Markov decision processes with common noise and open-loop controls	10
Nonparametric estimation for linear SPDEs from local measurements	10
A weak solution theory for stochastic Volterra equations of convolution type	9
Square permutations are typically rectangular	9
Mixing time and cutoff for the weakly asymmetric simple exclusion process	9
Asymptotic theory of sparse Bradley–Terry model	9
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field	9
On a rough perturbation of the Navier–Stokes system and its vorticity formulation	9
Nonlinear large deviations: Beyond the hypercube	9
Functional limit theorems for non-Markovian epidemic models	8
On the limitations of single-step drift and minorization in Markov chain convergence analysis	8
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples	8
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation	8
Sensitivity analysis for rare events based on Rényi divergence	8
Particles systems and numerical schemes for mean reflected stochastic differential equations	8
Estimating processes in adapted Wasserstein distance	8
Approximation bounds for random neural networks and reservoir systems	8
Thermalisation for small random perturbations of dynamical systems	7
Bounds for the asymptotic distribution of the likelihood ratio	7
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	7
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates	7
Trading with small nonlinear price impact	7
A simple Fourier analytic proof of the AKT optimal matching theorem	7
Submodular mean field games: Existence and approximation of solutions	6
Weak quantitative propagation of chaos via differential calculus on the space of measures	6
A lower bound on the queueing delay in resource constrained load balancing	6
General selection models: Bernstein duality and minimal ancestral structures	6
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	6
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains	6
Optimal real-time detection of a drifting Brownian coordinate	6
Constrained stochastic LQ control with regime switching and application to portfolio selection	6
Portfolio liquidation under factor uncertainty	6
On the exit time from open sets of some semi-Markov processes	6
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions	5
Graphon mean field systems	5
Regenerative properties of the linear Hawkes process with unbounded memory	5
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control	5
A coupling approach for the convergence to equilibrium for a collisionless gas	5
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average	5
Approximation of fractional local times: Zero energy and derivatives	5
Large deviations for the empirical measure of the zig-zag process	5
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models	5
PageRank’s behavior under degree correlations	5
Slow-fast systems with fractional environment and dynamics	5
Optimal position targeting via decoupling fields	5

Wasserstein-based methods for convergence complexity analysis of MCMC with applications	5
A second order analysis of McKean–Vlasov semigroups	5
Markov selection for the stochastic compressible Navier–Stokes system	5
High-dimensional limits of eigenvalue distributions for general Wishart process	4
Testing correlation of unlabeled random graphs	4
Local geometry of the rough-smooth interface in the two-periodic Aztec diamond	4
Quantitative two-scale stabilization on the Poisson space	4
Preferential attachment without vertex growth: Emergence of the giant component	4
Optimal investment and consumption with labor income in incomplete markets	4
Broadcasting on random recursive trees	4
Absence of WARM percolation in the very strong reinforcement regime	4
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms	4
Statistical inference for Bures–Wasserstein barycenters	4
Conditional independence in max-linear Bayesian networks	4
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer	4
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh–Nagumo model	4
Fluctuations in mean-field Ising models	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions	4
Optimal subgraph structures in scale-free configuration models	4
Root finding algorithms and persistence of Jordan centrality in growing random trees	4
Correlated randomly growing graphs	4
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	4
The random connection model and functions of edge-marked Poisson processes: Second order properties and normal approximation	4
Point process convergence for the off-diagonal entries of sample covariance matrices	4
Regeneration-enriched Markov processes with application to Monte Carlo	4
Propagation of minimality in the supercooled Stefan problem	4
Bulk eigenvalue fluctuations of sparse random matrices	4
Optimal corrector estimates on percolation cluster	4
An optimal transport problem with backward martingale constraints motivated by insider trading	4
GUE×GUE limit law at hard shocks in ASEP	4
Utility maximization via decoupling fields	3
Mixing times for the simple exclusion process with open boundaries	3
Continuum models of directed polymers on disordered diamond fractals in the critical case	3
Conditional optimal stopping: A time-inconsistent optimization	3
Multiparameter Bernoulli factories	3
Algorithmic obstructions in the random number partitioning problem	3
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	3
Mean-field games of finite-fuel capacity expansion with singular controls	3
Chromosome painting: How recombination mixes ancestral colors	3
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions	3
PageRank asymptotics on directed preferential attachment networks	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3
Berry–Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression	3
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	3
Palm theory, random measures and Stein couplings	3
Modelling information flows by Meyer-$\sigma $-fields in the singular stochastic control problem of irreversible investment	3
On the asymptotic optimality of the comb strategy for prediction with expert advice	3
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling	3
Quantum mean-field games	3
Correction terms for the height of weighted recursive trees	3
Cutoff for the square plaquette model on a critical length scale	3
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities	3
Optimal Cheeger cuts and bisections of random geometric graphs	3
The planted matching problem: Phase transitions and exact results	3
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R	3
How fragile are information cascades?	3
Scaling limit of the homogenization commutator for Gaussian coefficient fields	3
Gambler’s ruin estimates on finite inner uniform domains	3
Conservative stochastic two-dimensional Cahn–Hilliard equation	3
Entropy dissipation estimates for inhomogeneous zero-range processes	3
Polluted bootstrap percolation in three dimensions	3
On first order mean field game systems with a common noise	3
Regularization of multiplicative SDEs through additive noise	3
Adapted topologies and higher rank signatures	3
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	3
Antithetic multilevel sampling method for nonlinear functionals of measure	3
Mean geometry for 2D random fields: Level perimeter and level total curvature integrals	3
Modified log-Sobolev inequalities for strong-Rayleigh measures	3
Homogeneous mappings of regularly varying vectors	3
Exact formulas for two interacting particles and applications in particle systems with duality	3
On Monte-Carlo methods in convex stochastic optimization	3
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension	3
Sample path large deviations for Lévy processes and random walks with Weibull increments	3
The symmetric coalescent and Wright–Fisher models with bottlenecks	3
A new McKean–Vlasov stochastic interpretation of the parabolic-parabolic Keller–Segel model: The two-dimensional case	3
On the generating function of the Pearcey process	3
Barycentric Brownian bees	3
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	3
Edgeworth expansion for Euler approximation of continuous diffusion processes	3

Semimartingales and shrinkage of filtration	3
The interchange process on high-dimensional products	3
Robust one-bit compressed sensing with partial circulant matrices	3
Extended L-ensembles: A new representation for determinantal point processes	3
Cramér-type moderate deviation theorems for nonnormal approximation	3
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise	3
Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier	3
Graphon-valued stochastic processes from population genetics	3
Functional large deviations for Cox processes and $\mathit{Cox}/G/\infty$ queues, with a biological application	3
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence	3
Dynamical models for random simplicial complexes	3
Variance estimation in adaptive sequential Monte Carlo	3
Random permutations without macroscopic cycles	2
Functional central limit theorems for Wigner matrices	2
Random conductance models with stable-like jumps: Quenched invariance principle	2
Crossover times in bipartite networks with activity constraints and time-varying switching rates	2
Convergence in Wasserstein distance for empirical measures of semilinear SPDEs	2
Shock fluctuations in TASEP under a variety of time scalings	2
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph	2
Asymptotic analysis for extreme eigenvalues of principal minors of random matrices	2
Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime	2
Rarity of extremal edges in random surfaces and other theoretical applications of cluster algorithms	2
A Berry–Esseen theorem for Pitman’s $\alpha $-diversity	2
Pathwise stochastic control with applications to robust filtering	2
Optimal cleaning for singular values of cross-covariance matrices	2
Coalescing and branching simple symmetric exclusion process	2
Lines of descent in the deterministic mutation–selection model with pairwise interaction	2
Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains	2
Path dependent optimal transport and model calibration on exotic derivatives	2
Kinetically constrained models with random constraints	2
Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation	2
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods	2
Entropy decay in the Swendsen–Wang dynamics on Zd	2
Spread of premalignant mutant clones and cancer initiation in multilayered tissue	2
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds	2
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach	2
Existence of gradient Gibbs measures on regular trees which are not translation invariant	2
Eigenvector correlations in the complex Ginibre ensemble	2
A universality result for subcritical complex Gaussian multiplicative chaos	2
Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations	2
Convex hulls of perturbed random point sets	2
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations	2
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles	2
Corrigendum for “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”	2
Mean-field reflected backward stochastic differential equations	2
The phase structure of asymmetric ballistic annihilation	2
Phase transition in random tensors with multiple independent spikes	2
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate	2
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: Continuous dynamics	2
Ergodic robust maximization of asymptotic growth	2
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs	2
Optimal stopping with signatures	2
Risk-sensitive control for a class of diffusions with jumps	2
Correlation decay for hard spheres via Markov chains	2
Universality for Langevin-like spin glass dynamics	2
On Bayesian consistency for flows observed through a passive scalar	2
Functional convergence of sequential U-processes with size-dependent kernels	2
High-dimensional scaling limits of piecewise deterministic sampling algorithms	2
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions	2
Local weak convergence for sparse networks of interacting processes	2
Large deviation for uniform graphs with given degrees	2
A threshold for cutoff in two-community random graphs	2
Near equilibrium fluctuations for supermarket models with growing choices	2
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background	2
Reconstructing trees from traces	2
Central moments of the free energy of the stationary O’Connell–Yor polymer	2
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary	1
The two-type Richardson model in the half-plane	1
On Cramér–von Mises statistic for the spectral distribution of random matrices	1
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	1
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point	1
Speed up Zig-Zag	1
The maximum of branching Brownian motion in Rd	1
Gaussian concentration bounds for stochastic chains of unbounded memory	1
Periodic words, common subsequences and frogs	1
Quickest real-time detection of a Brownian coordinate drift	1
Are American options European after all?	1
Random walk on random walks: Low densities	1
Multitype Λ-coalescents	1
Disagreement coupling of Gibbs processes with an application to Poisson approximation	1
Parking on the integers	1
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems	1
Fast approximate simulation of finite long-range spin systems	1
Asymptotic distribution of Bernoulli quadratic forms	1
Neural network approximation and estimation of classifiers with classification boundary in a Barron class	1
Transport-information inequalities for Markov chains	1
Optimal bounds in normal approximation for many interacting worlds	1
Interval fragmentations with choice: Equidistribution and the evolution of tagged fragments	1
Card guessing and the birthday problem for sampling without replacement	1
The size of t-cores and hook lengths of random cells in random partitions	1
Stochastic fixed-point equation and local dependence measure	1
A characterization of martingale-equivalent mixed compound Poisson processes	1
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields	1
The inverse first passage time problem for killed Brownian motion	1
On the stability of positive semigroups	1