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 2021-11-01 to 2025-11-01.)
ArticleCitations
The frog model on Galton–Watson trees41
Stochastic epidemic models with varying infectivity and waning immunity29
From finite population optimal stopping to mean field optimal stopping26
An entropic approach for Hamiltonian Monte Carlo: The idealized case26
Central moments of the free energy of the stationary O’Connell–Yor polymer22
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point22
A probability approximation framework: Markov process approach22
Lp optimal prediction of the last zero of a spectrally negative Lévy process21
Cylinders’ percolation: Decoupling and applications20
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths19
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs19
Mean-field reflected backward stochastic differential equations19
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles19
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background18
Analysis of two-component Gibbs samplers using the theory of two projections17
Periodic words, common subsequences and frogs17
Mean field games with common noise and degenerate idiosyncratic noise17
Open markets and hybrid Jacobi processes16
Large deviation for uniform graphs with given degrees16
Barycentric Brownian bees16
Regenerative properties of the linear Hawkes process with unbounded memory15
Controlled measure-valued martingales: A viscosity solution approach15
Large deviation local limit theorems and limits of biconditioned planar maps15
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data15
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment14
The effective strength of selection in random environment13
Weighted signature kernels13
Distributionally robust Gaussian process regression and Bayesian inverse problems13
The multiplicative chaos of H=0 fractional Brownian fields13
Graphical models for infinite measures with applications to extremes13
Quasi-critical fluctuations for 2D directed polymers12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment12
Universality of approximate message passing algorithms and tensor networks12
Metastability in loss networks with dynamic alternative routing12
A dynamic analytic method for risk-aware controlled martingale problems11
Shock fluctuations in TASEP under a variety of time scalings11
Metastability for expanding bubbles on a sticky substrate11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium11
Dickman approximation of weighted sums of independent random variables in the Kolmogorov distance11
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions10
Gibbs posterior convergence and the thermodynamic formalism10
The relative frequency between two continuous-state branching processes with immigration and their genealogy10
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems10
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”10
Asymptotically linear iterated function systems on the real line10
Graphon mean field systems10
Reconstructing trees from traces10
A potential-based construction of the increasing supermartingale coupling10
The scaling limit of a critical random directed graph10
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds10
Population dynamics under demographic and environmental stochasticity10
The TAP free energy for high-dimensional linear regression10
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs9
On the difference between entropic cost and the optimal transport cost9
Dynamical models for random simplicial complexes9
Extremal statistics of quadratic forms of GOE/GUE eigenvectors9
Diffusion approximations for self-excited systems with applications to general branching processes9
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise9
Differentiability of quadratic forward-backward SDEs with rough drift8
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems8
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property8
Quantitative uniform stability of the iterative proportional fitting procedure8
Parking on the integers8
On Loewner chains driven by semimartingales and complex Bessel-type SDEs8
Multilevel path branching for digital options8
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems8
Multitype Λ-coalescents8
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods8
Limits of open ASEP stationary measures near a boundary8
Long-term balanced allocation via thinning8
Disagreement coupling of Gibbs processes with an application to Poisson approximation8
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise8
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles8
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation8
An optimal transport problem with backward martingale constraints motivated by insider trading8
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings7
Generalized Wasserstein barycenters between probability measures living on different subspaces7
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents7
The bi-dimensional Directed IDLA forest7
Ergodicity of the underdamped mean-field Langevin dynamics7
Card guessing and the birthday problem for sampling without replacement7
Tracy–Widom at each edge of real covariance and MANOVA estimators7
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time7
Mertens conjectures in absorbing games with incomplete information7
Control on Hilbert spaces and application to some mean field type control problems7
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals7
Quantitative two-scale stabilization on the Poisson space7
Computational methods for adapted optimal transport6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence6
The trunks of CLE(4) explorations6
Toward a mathematical theory of trajectory inference6
On the valleys of the stochastic heat equation6
When random tensors meet random matrices6
Fluctuations of the 2-spin SSK model with magnetic field6
Are American options European after all?6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
Testing correlation of unlabeled random graphs6
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
Fluctuations in mean-field Ising models6
Optimal cleaning for singular values of cross-covariance matrices6
Weak error estimates for rough volatility models6
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment6
Energy correlations in the critical Ising model on a torus6
Sharp convergence rates for empirical optimal transport with smooth costs5
Long random matrices and tensor unfolding5
Low-temperature Ising dynamics with random initializations5
Cramér-type moderate deviations under local dependence5
On the spectrum of dense random geometric graphs5
Independence property of the Busemann function in exactly solvable KPZ models5
Phase transition for percolation on a randomly stretched square lattice5
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
Reinforced Galton–Watson processes II: Large time behaviors5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
Limit theory of combinatorial optimization for random geometric graphs5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
Mixing times for the simple exclusion process with open boundaries5
First-order behavior of the time constant in Bernoulli first-passage percolation5
The global and local limit of the continuous-time Mallows process5
Quantifying a convergence theorem of Gyöngy and Krylov5
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains5
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer5
Adapted topologies and higher rank signatures5
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning5
General selection models: Bernstein duality and minimal ancestral structures5
Stability of martingale optimal transport and weak optimal transport4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
Correction terms for the height of weighted recursive trees4
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations4
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks4
Geometry of random Cayley graphs of Abelian groups4
Capacity of the range of tree-indexed random walk4
Corrections: On the capacity functional of the infinite cluster of a Boolean model4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
The modified MSA, a gradient flow and convergence4
Closed-loop convergence for mean field games with common noise4
Continuity of the martingale optimal transport problem on the real line4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters4
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions4
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls4
The roughness exponent and its model-free estimation4
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees4
Maximum likelihood thresholds via graph rigidity4
Stochastic fixed-point equation and local dependence measure4
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets4
Entropy decay in the Swendsen–Wang dynamics on Zd4
Volterra square-root process: Stationarity and regularity of the law4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients4
Scaling limit of the homogenization commutator for Gaussian coefficient fields4
The stochastic Airy operator at large temperature4
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)4
Fast and memory-optimal dimension reduction using Kac’s walk4
A weak solution theory for stochastic Volterra equations of convolution type4
Uniform convergence of the Fleming–Viot process in a hard killing metastable case4
Quantitative CLT for linear eigenvalue statistics of Wigner matrices4
Mixing time for the asymmetric simple exclusion process in a random environment4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
Finite dimensional projections of HJB equations in the Wasserstein space4
Convergence of space-discretised gKPZ via regularity structures4
Portfolio liquidation under factor uncertainty4
Stability of the weak martingale optimal transport problem4
Rankings in directed configuration models with heavy tailed in-degrees4
Shadows and barriers4
The Berry–Esseen theorem for circular β-ensemble4
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