Annals of Applied Probability

Papers
(The TQCC of Annals of Applied Probability is 4. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case26
High-dimensional central limit theorems by Stein’s method19
Stability of martingale optimal transport and weak optimal transport19
Precise asymptotics: Robust stochastic volatility models15
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees15
Approximation bounds for random neural networks and reservoir systems15
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo14
Nonparametric estimation for linear SPDEs from local measurements13
Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics13
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems13
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems13
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls13
Mean-field Markov decision processes with common noise and open-loop controls13
Long time dynamics for interacting oscillators on graphs12
Stochastic methods for the neutron transport equation II: Almost sure growth12
A classification of the dynamics of three-dimensional stochastic ecological systems12
A weak solution theory for stochastic Volterra equations of convolution type12
Weak quantitative propagation of chaos via differential calculus on the space of measures12
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation11
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates11
Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents11
Applications of mesoscopic CLTs in random matrix theory10
Testing correlation of unlabeled random graphs10
On a rough perturbation of the Navier–Stokes system and its vorticity formulation10
Nearly optimal central limit theorem and bootstrap approximations in high dimensions10
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples10
A simple Fourier analytic proof of the AKT optimal matching theorem10
Mixing times for the simple exclusion process with open boundaries9
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field9
On the limitations of single-step drift and minorization in Markov chain convergence analysis9
Submodular mean field games: Existence and approximation of solutions9
Global-in-time mean-field convergence for singular Riesz-type diffusive flows9
Estimating processes in adapted Wasserstein distance9
Graphon mean field systems8
Functional limit theorems for non-Markovian epidemic models8
Optimal stopping with signatures8
Quantitative two-scale stabilization on the Poisson space8
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions8
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning8
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes7
Local weak convergence for sparse networks of interacting processes7
Regenerative properties of the linear Hawkes process with unbounded memory7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise7
Correlated randomly growing graphs7
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension7
Portfolio liquidation under factor uncertainty7
Wasserstein-based methods for convergence complexity analysis of MCMC with applications7
Root finding algorithms and persistence of Jordan centrality in growing random trees6
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise6
Mean field games of controls: On the convergence of Nash equilibria6
Sample path large deviations for Lévy processes and random walks with Weibull increments6
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: Continuous dynamics6
PageRank’s behavior under degree correlations6
Correction terms for the height of weighted recursive trees6
PageRank asymptotics on directed preferential attachment networks6
The random connection model and functions of edge-marked Poisson processes: Second order properties and normal approximation6
A coupling approach for the convergence to equilibrium for a collisionless gas6
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models6
Constrained stochastic LQ control with regime switching and application to portfolio selection6
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average6
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains6
On first order mean field game systems with a common noise6
General selection models: Bernstein duality and minimal ancestral structures6
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer6
Fluctuations in mean-field Ising models6
Broadcasting on random recursive trees5
Large deviations for the empirical measure of the zig-zag process5
Bulk eigenvalue fluctuations of sparse random matrices5
Dynamical models for random simplicial complexes5
Viscosity solutions to second order path-dependent Hamilton–Jacobi–Bellman equations and applications5
Local geometry of the rough-smooth interface in the two-periodic Aztec diamond5
Point process convergence for the off-diagonal entries of sample covariance matrices5
Conservative stochastic two-dimensional Cahn–Hilliard equation5
Quantifying a convergence theorem of Gyöngy and Krylov5
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities5
Markov selection for the stochastic compressible Navier–Stokes system5
Robust one-bit compressed sensing with partial circulant matrices5
The microstructure of stochastic volatility models with self-exciting jump dynamics5
Scaling limit of the homogenization commutator for Gaussian coefficient fields5
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms5
Propagation of minimality in the supercooled Stefan problem5
Modified log-Sobolev inequalities for strong-Rayleigh measures5
Regeneration-enriched Markov processes with application to Monte Carlo5
A second order analysis of McKean–Vlasov semigroups5
Absence of WARM percolation in the very strong reinforcement regime5
Slow-fast systems with fractional environment and dynamics5
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R5
Closed-loop convergence for mean field games with common noise5
Approximation of fractional local times: Zero energy and derivatives5
Palm theory, random measures and Stein couplings5
Optimal corrector estimates on percolation cluster4
Chromosome painting: How recombination mixes ancestral colors4
The phase structure of asymmetric ballistic annihilation4
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling4
Complexity results for MCMC derived from quantitative bounds4
The maximum of branching Brownian motion in Rd4
Algorithmic obstructions in the random number partitioning problem4
Preferential attachment without vertex growth: Emergence of the giant component4
Hamilton–Jacobi equations for nonsymmetric matrix inference4
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh–Nagumo model4
Continuum models of directed polymers on disordered diamond fractals in the critical case4
Quantum mean-field games4
Statistical inference for Bures–Wasserstein barycenters4
Mean-field reflected backward stochastic differential equations4
Eigenvector correlations in the complex Ginibre ensemble4
An optimal transport problem with backward martingale constraints motivated by insider trading4
Functional central limit theorems for Wigner matrices4
Semimartingales and shrinkage of filtration4
Regularization of multiplicative SDEs through additive noise4
GUE×GUE limit law at hard shocks in ASEP4
On the value of non-Markovian Dynkin games with partial and asymmetric information4
Adapted topologies and higher rank signatures4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains4
Cutoff for the square plaquette model on a critical length scale4
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms4
Variance estimation in adaptive sequential Monte Carlo4
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations4
Reconstructing trees from traces4
Cramér-type moderate deviation theorems for nonnormal approximation4
The symmetric coalescent and Wright–Fisher models with bottlenecks4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions4
Conditional independence in max-linear Bayesian networks4
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds4
Graphon-valued stochastic processes from population genetics4
Mixing of the averaging process and its discrete dual on finite-dimensional geometries4
A new McKean–Vlasov stochastic interpretation of the parabolic-parabolic Keller–Segel model: The two-dimensional case4
The planted matching problem: Phase transitions and exact results4
Optimal subgraph structures in scale-free configuration models4
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