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 2021-02-01 to 2025-02-01.)
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 ensemble16
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation15
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions15
Directed polymer for very heavy tailed random walks15
Parking on the integers14
The size of t-cores and hook lengths of random cells in random partitions14
Mean field games with branching13
Long-term balanced allocation via thinning13
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
Functional convergence of sequential U-processes with size-dependent kernels12
Kyle–Back models with risk aversion and non-Gaussian beliefs12
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems12
A shape theorem for exploding sandpiles12
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs11
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems11
A probability approximation framework: Markov process approach10
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling10
Asymptotic behaviour of the noisy voter model density process10
SIR epidemics in populations with large sub-communities10
Stochastic processes with competing reinforcements10
From finite population optimal stopping to mean field optimal stopping9
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering9
Multilevel path branching for digital options9
A growth-fragmentation-isolation process on random recursive trees and contact tracing9
Approximation of stochastic integrals with jumps via weighted BMO approach9
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel9
Differentiability of quadratic forward-backward SDEs with rough drift9
Large deviations of mean-field interacting particle systems in a fast varying environment8
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field8
Central limit theorem for the antithetic multilevel Monte Carlo method8
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias8
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles8
Quantitative CLT for linear eigenvalue statistics of Wigner matrices8
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees7
Scaling properties of a moving polymer7
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields7
Mixing time for the asymmetric simple exclusion process in a random environment7
PageRank’s behavior under degree correlations7
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets7
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators7
Speed up Zig-Zag7
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property6
Coalescing and branching simple symmetric exclusion process6
Contiguity under high-dimensional Gaussianity with applications to covariance testing6
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods6
Disagreement coupling of Gibbs processes with an application to Poisson approximation6
Gaussian concentration bounds for stochastic chains of unbounded memory6
The maximal degree in random recursive graphs with random weights6
Submodular mean field games: Existence and approximation of solutions6
Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces6
Card guessing and the birthday problem for sampling without replacement6
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation6
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
Geometry of random Cayley graphs of Abelian groups6
Quantitative uniform stability of the iterative proportional fitting procedure6
Control on Hilbert spaces and application to some mean field type control problems6
Fast approximate simulation of finite long-range spin systems6
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations6
Cramér-type moderate deviation theorems for nonnormal approximation5
Increasing paths in random temporal graphs5
Constrained stochastic LQ control with regime switching and application to portfolio selection5
Functional central limit theorems for Wigner matrices5
Regularization of multiplicative SDEs through additive noise5
An entropic approach for Hamiltonian Monte Carlo: The idealized case5
Nearly optimal central limit theorem and bootstrap approximations in high dimensions5
Multitype Λ-coalescents5
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks5
Gibbs equilibrium fluctuations of point vortex dynamics5
Continuity of the martingale optimal transport problem on the real line5
Convergence rate of the Euler–Maruyama scheme applied to diffusion processes with Lq−Lρ drift coefficient and additive noise5
Weak quantitative propagation of chaos via differential calculus on the space of measures5
Approximation bounds for random neural networks and reservoir systems5
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point5
Domain of attraction of the fixed points of Branching Brownian motion5
The maximum of branching Brownian motion in Rd5
Robust one-bit compressed sensing with partial circulant matrices5
On Loewner chains driven by semimartingales and complex Bessel-type SDEs5
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions5
One-dependent colorings of the star graph5
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise5
Central moments of the free energy of the stationary O’Connell–Yor polymer4
A simple Fourier analytic proof of the AKT optimal matching theorem4
Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions4
“Regression anytime” with brute-force SVD truncation4
Computational methods for adapted optimal transport4
Hellinger and total variation distance in approximating Lévy driven SDEs4
Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model4
Optimal bounds in normal approximation for many interacting worlds4
Ranking-based rich-get-richer processes4
Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains4
Spectral telescope: Convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure4
Neural network approximation and estimation of classifiers with classification boundary in a Barron class4
Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions4
A discrete complement of Lyapunov’s inequality and its information theoretic consequences4
Interval fragmentations with choice: Equidistribution and the evolution of tagged fragments4
Periodic words, common subsequences and frogs4
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths4
The bi-dimensional Directed IDLA forest4
(Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation4
Random neural networks in the infinite width limit as Gaussian processes4
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant4
On quasilinear parabolic systems and FBSDEs of quadratic growth4
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary4
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation4
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes4
Large-scale regularity in stochastic homogenization with divergence-free drift4
Generalized Wasserstein barycenters between probability measures living on different subspaces4
Cutoff for rewiring dynamics on perfect matchings4
A concentration of measure and random matrix approach to large-dimensional robust statistics4
On Cramér–von Mises statistic for the spectral distribution of random matrices4
Entropy dissipation estimates for inhomogeneous zero-range processes4
Nonparametric estimation for linear SPDEs from local measurements4
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents4
Are American options European after all?4
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs4
Barycentric Brownian bees4
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background3
Estimating processes in adapted Wasserstein distance3
Gambler’s ruin estimates on finite inner uniform domains3
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models3
Large deviation for uniform graphs with given degrees3
Fluctuations in mean-field Ising models3
Toward a mathematical theory of trajectory inference3
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations3
Regeneration-enriched Markov processes with application to Monte Carlo3
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times3
A classification of the dynamics of three-dimensional stochastic ecological systems3
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains3
Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment3
The directed spanning forest in the hyperbolic space3
Ergodicity of the underdamped mean-field Langevin dynamics3
Stochastic billiards with Markovian reflections in generalized parabolic domains3
Large deviation principle for geometric and topological functionals and associated point processes3
An efficient algorithm for solving elliptic problems on percolation clusters3
Large deviations for the empirical measure of the zig-zag process3
Stationarity and ergodic properties for some observation-driven models in random environments3
Clustering of large deviations in moving average processes: The short memory regime3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system3
On the limitations of single-step drift and minorization in Markov chain convergence analysis3
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates3
The trunks of CLE(4) explorations3
Multiparameter Bernoulli factories3
Convergence to the thermodynamic limit for random-field random surfaces3
Linear-time uniform generation of random sparse contingency tables with specified marginals3
Typical structure of sparse exponential random graph models3
Quickest real-time detection of a Brownian coordinate drift3
Cylinders’ percolation: Decoupling and applications3
Optimal cleaning for singular values of cross-covariance matrices3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension3
A coupling approach for the convergence to equilibrium for a collisionless gas3
Lp optimal prediction of the last zero of a spectrally negative Lévy process3
On the stability of positive semigroups3
Open markets and hybrid Jacobi processes3
Testing correlation of unlabeled random graphs3
Chromosome painting: How recombination mixes ancestral colors3
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls3
Mean-field reflected backward stochastic differential equations3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Quantitative two-scale stabilization on the Poisson space3
Tracy–Widom at each edge of real covariance and MANOVA estimators3
Controlled measure-valued martingales: A viscosity solution approach3
0.051709890365601