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 2022-05-01 to 2026-05-01.)
ArticleCitations
The frog model on Galton–Watson trees46
Stochastic epidemic models with varying infectivity and waning immunity37
Controlling moments with kernel Stein discrepancies34
Control of McKean–Vlasov SDEs with contagion through killing at a state-dependent intensity32
Stochastic heat equations driven by space-time G-white noise under sublinear expectation26
A probability approximation framework: Markov process approach25
From finite population optimal stopping to mean field optimal stopping25
An entropic approach for Hamiltonian Monte Carlo: The idealized case24
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point23
Central moments of the free energy of the stationary O’Connell–Yor polymer22
Cylinders’ percolation: Decoupling and applications22
Mean-field reflected backward stochastic differential equations21
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths21
Large deviation for uniform graphs with given degrees20
Analysis of two-component Gibbs samplers using the theory of two projections19
Mean field games with common noise and degenerate idiosyncratic noise19
Open markets and hybrid Jacobi processes18
Barycentric Brownian bees18
Weak Poincaré inequalities for Markov chains: Theory and applications17
Controlled measure-valued martingales: A viscosity solution approach17
Lp optimal prediction of the last zero of a spectrally negative Lévy process17
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs17
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles15
General Markovian randomized equilibrium existence and construction in zero-sum Dynkin games for diffusions15
Large deviation local limit theorems and limits of biconditioned planar maps14
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data14
The multiplicative chaos of H=0 fractional Brownian fields14
Distributionally robust Gaussian process regression and Bayesian inverse problems14
Mixed Markov-perfect equilibria in the continuous-time war of attrition13
Dickman approximation of weighted sums of independent random variables in the Kolmogorov distance13
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment13
Quasi-critical fluctuations for 2D directed polymers13
Asymptotic expansion of the hard-to-soft edge transition13
Graphical models for infinite measures with applications to extremes13
The effective strength of selection in random environment13
A phase transition in sampling from restricted Boltzmann machines12
Shock fluctuations in TASEP under a variety of time scalings12
Weighted signature kernels12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment12
A dynamic analytic method for risk-aware controlled martingale problems11
Universality of approximate message passing algorithms and tensor networks11
Metastability for expanding bubbles on a sticky substrate11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium11
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions10
Graphon mean field systems10
The TAP free energy for high-dimensional linear regression10
The relative frequency between two continuous-state branching processes with immigration and their genealogy10
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds10
Uniqueness of the solution of the filtering equations in spaces of measures for general signal and observation processes10
Asymptotically linear iterated function systems on the real line10
The scaling limit of a critical random directed graph10
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs9
Characterizing the fourth-moment phenomenon of monochromatic subgraph counts via influences9
Population dynamics under demographic and environmental stochasticity9
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”9
Dynamical models for random simplicial complexes9
Limits of open ASEP stationary measures near a boundary9
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems9
Estimation and inference for multivariate continuous-time autoregressive processes9
Extremal statistics of quadratic forms of GOE/GUE eigenvectors9
Sampling inverse subordinators and subdiffusions8
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise8
Card guessing and the birthday problem for sampling without replacement8
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods8
On the difference between entropic cost and the optimal transport cost8
On Loewner chains driven by semimartingales and complex Bessel-type SDEs8
Parking on the integers8
Differentiability of quadratic forward-backward SDEs with rough drift8
A potential-based construction of the increasing supermartingale coupling8
Berry–Esseen inequality for random walks conditioned to stay positive8
Diffusion approximations for self-excited systems with applications to general branching processes8
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems8
Long-term balanced allocation via thinning8
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property7
Mertens conjectures in absorbing games with incomplete information7
Control on Hilbert spaces and application to some mean field type control problems7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise7
The metric removability of interfaces in the directed landscape7
Disagreement coupling of Gibbs processes with an application to Poisson approximation7
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation7
Multitype Λ-coalescents7
Multilevel path branching for digital options7
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings7
Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme7
Quantitative uniform stability of the iterative proportional fitting procedure7
Ergodicity of the underdamped mean-field Langevin dynamics6
Fluctuations of the 2-spin SSK model with magnetic field6
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time6
The bi-dimensional Directed IDLA forest6
Fluctuations in mean-field Ising models6
Optimal cleaning for singular values of cross-covariance matrices6
The global and local limit of the continuous-time Mallows process6
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
On the valleys of the stochastic heat equation6
The trunks of CLE(4) explorations6
Quantitative two-scale stabilization on the Poisson space6
Generalized Wasserstein barycenters between probability measures living on different subspaces6
Tracy–Widom at each edge of real covariance and MANOVA estimators6
Testing correlation of unlabeled random graphs6
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics6
When random tensors meet random matrices6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence6
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals6
Computational methods for adapted optimal transport6
Toward a mathematical theory of trajectory inference6
Reinforced Galton–Watson processes II: Large time behaviors6
Energy correlations in the critical Ising model on a torus6
Weak error estimates for rough volatility models6
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics5
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning5
Low-temperature Ising dynamics with random initializations5
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions5
Capacity of the range of tree-indexed random walk5
Fast and memory-optimal dimension reduction using Kac’s walk5
Cramér-type moderate deviations under local dependence5
A general partial Cramér’s condition for Edgeworth expansion of a function of sample means with applications5
Quantifying a convergence theorem of Gyöngy and Krylov5
General selection models: Bernstein duality and minimal ancestral structures5
The critical disordered pinning measure5
Sharp convergence rates for empirical optimal transport with smooth costs5
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment5
Independence property of the Busemann function in exactly solvable KPZ models5
Shadows and barriers5
On the spectrum of dense random geometric graphs5
Adapted topologies and higher rank signatures5
Long random matrices and tensor unfolding5
Mixing times for the simple exclusion process with open boundaries5
Phase transition for percolation on a randomly stretched square lattice5
First-order behavior of the time constant in Bernoulli first-passage percolation5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
The stochastic Airy operator at large temperature5
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)5
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees4
The Berry–Esseen theorem for circular β-ensemble4
Maximum likelihood thresholds via graph rigidity4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters4
Mixing time for the asymmetric simple exclusion process in a random environment4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
Closed-loop convergence for mean field games with common noise4
A localisation phase transition for the catalytic branching random walk4
Correction terms for the height of weighted recursive trees4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients4
Corrections: On the capacity functional of the infinite cluster of a Boolean model4
Spectral alignment of stochastic gradient descent for high-dimensional classification tasks4
Ergodic and mixing properties of the 2D Navier–Stokes equations with a degenerate multiplicative Gaussian noise4
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel4
Errata to “Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events”4
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators4
The modified MSA, a gradient flow and convergence4
Quantitative CLT for linear eigenvalue statistics of Wigner matrices4
Condensation in scale-free geometric graphs with excess edges4
Geometry of random Cayley graphs of Abelian groups4
A quantitative Robbins-Siegmund theorem4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
Finite dimensional projections of HJB equations in the Wasserstein space4
Deviation matrix in denumerable Markov processes: Characterisation, rank-one perturbation and restart4
Consistency of MLE in partially observed diffusion models on a torus4
Stochastic fixed-point equation and local dependence measure4
Multiparameter Bernoulli factories4
Uniform convergence of the Fleming–Viot process in a hard killing metastable case4
Continuity of the martingale optimal transport problem on the real line4
Linear-time uniform generation of random sparse contingency tables with specified marginals4
Exponential asymptotics for p-multiple self-intersection local time of 1-d diffusion process4
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls4
Two-dimensional supercritical growth dynamics with one-dimensional nucleation4
Convergence of space-discretised gKPZ via regularity structures4
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations4
Stability of the weak martingale optimal transport problem4
Asymptotics for first-passage percolation on logarithmic subgraphs of Z24
The roughness exponent and its model-free estimation4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
Rankings in directed configuration models with heavy tailed in-degrees4
Volterra square-root process: Stationarity and regularity of the law4
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains4
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks4
On the spectral radius and the characteristic polynomial of a random matrix with independent elements and a variance profile4
0.054701805114746