Annals of Applied Probability

Papers
(The TQCC of Annals of Applied Probability is 3. 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 2021-03-01 to 2025-03-01.)
ArticleCitations
Stochastic fixed-point equation and local dependence measure26
Mertens conjectures in absorbing games with incomplete information19
A characterization of martingale-equivalent mixed compound Poisson processes19
Eigenvector correlations in the complex Ginibre ensemble15
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions15
Directed polymer for very heavy tailed random walks15
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation14
The size of t-cores and hook lengths of random cells in random partitions14
A phase transition in the coming down from infinity of simple exchangeable fragmentation-coagulation processes13
Stochastic differential games with random coefficients and stochastic Hamilton–Jacobi–Bellman–Isaacs equations13
Parking on the integers13
Long-term balanced allocation via thinning12
Kyle–Back models with risk aversion and non-Gaussian beliefs12
Mean field games with branching12
A shape theorem for exploding sandpiles12
Functional convergence of sequential U-processes with size-dependent kernels11
One-dependent colorings of the star graph11
A probability approximation framework: Markov process approach10
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs10
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling10
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems10
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems10
Asymptotic behaviour of the noisy voter model density process9
Multilevel path branching for digital options9
SIR epidemics in populations with large sub-communities9
From finite population optimal stopping to mean field optimal stopping9
Approximation of stochastic integrals with jumps via weighted BMO approach9
Stochastic processes with competing reinforcements9
Differentiability of quadratic forward-backward SDEs with rough drift9
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering8
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods8
A growth-fragmentation-isolation process on random recursive trees and contact tracing8
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel8
Card guessing and the birthday problem for sampling without replacement8
Central limit theorem for the antithetic multilevel Monte Carlo method7
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias7
Mixing time for the asymmetric simple exclusion process in a random environment7
Quantitative CLT for linear eigenvalue statistics of Wigner matrices7
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles7
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field7
Large deviations of mean-field interacting particle systems in a fast varying environment7
PageRank’s behavior under degree correlations7
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property6
The maximal degree in random recursive graphs with random weights6
Control on Hilbert spaces and application to some mean field type control problems6
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators6
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets6
Fast approximate simulation of finite long-range spin systems6
Gaussian concentration bounds for stochastic chains of unbounded memory6
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation6
Submodular mean field games: Existence and approximation of solutions6
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees6
Speed up Zig-Zag6
Maximum likelihood thresholds via graph rigidity6
Ratio convergence rates for Euclidean first-passage percolation: Applications to the graph infinity Laplacian6
The frog model on Galton–Watson trees6
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations6
Disagreement coupling of Gibbs processes with an application to Poisson approximation6
Scaling properties of a moving polymer6
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields6
Geometry of random Cayley graphs of Abelian groups5
Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces5
Coalescing and branching simple symmetric exclusion process5
Continuity of the martingale optimal transport problem on the real line5
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point5
Gibbs equilibrium fluctuations of point vortex dynamics5
Domain of attraction of the fixed points of Branching Brownian motion5
Contiguity under high-dimensional Gaussianity with applications to covariance testing5
Quantitative uniform stability of the iterative proportional fitting procedure5
The maximum of branching Brownian motion in Rd5
Increasing paths in random temporal graphs5
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise5
Robust one-bit compressed sensing with partial circulant matrices5
Convergence rate of the Euler–Maruyama scheme applied to diffusion processes with Lq−Lρ drift coefficient and additive noise5
Constrained stochastic LQ control with regime switching and application to portfolio selection5
An entropic approach for Hamiltonian Monte Carlo: The idealized case5
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks5
Functional central limit theorems for Wigner matrices5
Nearly optimal central limit theorem and bootstrap approximations in high dimensions5
Regularization of multiplicative SDEs through additive noise5
On Loewner chains driven by semimartingales and complex Bessel-type SDEs5
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension4
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant4
Entropy dissipation estimates for inhomogeneous zero-range processes4
Computational methods for adapted optimal transport4
Random neural networks in the infinite width limit as Gaussian processes4
Multitype Λ-coalescents4
Interval fragmentations with choice: Equidistribution and the evolution of tagged fragments4
Large-scale regularity in stochastic homogenization with divergence-free drift4
Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions4
Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions4
A concentration of measure and random matrix approach to large-dimensional robust statistics4
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs4
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents4
Hellinger and total variation distance in approximating Lévy driven SDEs4
On Cramér–von Mises statistic for the spectral distribution of random matrices4
Weak quantitative propagation of chaos via differential calculus on the space of measures4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions4
The bi-dimensional Directed IDLA forest4
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths4
Central moments of the free energy of the stationary O’Connell–Yor polymer4
Optimal bounds in normal approximation for many interacting worlds4
An efficient algorithm for solving elliptic problems on percolation clusters4
Cylinders’ percolation: Decoupling and applications4
(Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation4
Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model4
Sample-path large deviation principle for a 2-D stochastic interacting vortex dynamics with singular kernel4
Approximation bounds for random neural networks and reservoir systems4
Solidarity of Gibbs samplers: The spectral gap4
On the stability of positive semigroups4
Estimating processes in adapted Wasserstein distance4
Cutoff for rewiring dynamics on perfect matchings4
On quasilinear parabolic systems and FBSDEs of quadratic growth4
Barycentric Brownian bees3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains3
Large deviations for the empirical measure of the zig-zag process3
Optimal cleaning for singular values of cross-covariance matrices3
Chromosome painting: How recombination mixes ancestral colors3
Generalized Wasserstein barycenters between probability measures living on different subspaces3
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background3
Convergence to the thermodynamic limit for random-field random surfaces3
A coupling approach for the convergence to equilibrium for a collisionless gas3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary3
Ergodicity of the underdamped mean-field Langevin dynamics3
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles3
Open markets and hybrid Jacobi processes3
Quickest real-time detection of a Brownian coordinate drift3
Multiparameter Bernoulli factories3
Stationarity and ergodic properties for some observation-driven models in random environments3
Linear-time uniform generation of random sparse contingency tables with specified marginals3
Lp optimal prediction of the last zero of a spectrally negative Lévy process3
Large deviation principle for geometric and topological functionals and associated point processes3
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times3
Ranking-based rich-get-richer processes3
A simple Fourier analytic proof of the AKT optimal matching theorem3
Gambler’s ruin estimates on finite inner uniform domains3
A classification of the dynamics of three-dimensional stochastic ecological systems3
Controlled measure-valued martingales: A viscosity solution approach3
Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment3
Fluctuations in mean-field Ising models3
The trunks of CLE(4) explorations3
On the limitations of single-step drift and minorization in Markov chain convergence analysis3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models3
Stochastic billiards with Markovian reflections in generalized parabolic domains3
Testing correlation of unlabeled random graphs3
A discrete complement of Lyapunov’s inequality and its information theoretic consequences3
“Regression anytime” with brute-force SVD truncation3
Spectral telescope: Convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure3
Are American options European after all?3
The directed spanning forest in the hyperbolic space3
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer3
Typical structure of sparse exponential random graph models3
Clustering of large deviations in moving average processes: The short memory regime3
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates3
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations3
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