Advances in Applied Probability

Papers
(The median citation count of Advances in Applied Probability is 1. 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 2022-01-01 to 2026-01-01.)
ArticleCitations
APR volume 54 issue 4 Cover and Back matter18
Bootstrap percolation in inhomogeneous random graphs13
Estimation of on- and off-time distributions in a dynamic Erdős–Rényi random graph12
No arbitrage and multiplicative special semimartingales11
Asymptotic analysis for stationary distributions of multiscaled reaction networks10
Topological reconstruction of compact supports of dependent stationary random variables9
Explicit pathwise expansion for multivariate diffusions with applications9
An ephemerally self-exciting point process9
Improved Metropolis–Hastings algorithms via landscape modification with applications to simulated annealing and the Curie–Weiss model8
Linking representations for multivariate extremes via a limit set7
The asymptotics of the expected Betti numbers of preferential attachment clique complexes7
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models6
John’s walk6
Discrete-time risk-aware optimal switching with non-adapted costs6
Some results on the telegraph process driven by gamma components6
Bankruptcy probabilities under non-poisson inspection6
APR volume 55 issue 1 Cover and Back matter6
Scaling limits of SIR epidemics with vertex-dependent transition rates on complete graphs6
Branching Brownian motion in a periodic environment and uniqueness of pulsating traveling waves6
Heavy-traffic queue length behavior in a switch under Markovian arrivals6
Antithetic multilevel particle filters5
Moderate deviations of many-server queues via idempotent processes5
Predicting the last zero before an exponential time of a spectrally negative Lévy process5
Exchangeable FGM copulas5
Optimal multiple stopping problem under nonlinear expectation5
On a random search tree: asymptotic enumeration of vertices by distance from leaves – CORRIGENDUM5
Gradient estimation for smooth stopping criteria5
APR volume 56 issue 4 Cover and Back matter4
Spectral alignment of correlated Gaussian matrices4
Preservation of mean inactivity time ordering for coherent systems4
APR volume 54 issue 1 Cover and Back matter4
The distance on the slightly supercritical random series–parallel graph4
Unbiased filtering of a class of partially observed diffusions3
Central limit theorem for a birth–growth model with poisson arrivals and random growth speed3
Normal approximation in total variation for statistics in geometric probability3
Critical cluster cascades3
Large and moderate deviations in Poisson navigations3
On asymptotic fairness in voting with greedy sampling3
On the asymptotic normality of persistent Betti numbers3
Limit laws for the generalized Zagreb indices of random graphs3
APR volume 54 issue 2 Cover and Front matter3
Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes3
A central limit theorem for jump diffusion processes in the presence of round-off errors3
Gaussian approximation and moderate deviations of Poisson shot noises with application to compound generalized Hawkes processes3
Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization3
Asymptotics for a multidimensional risk model with a random number of delayed claims and multivariate regularly varying distribution3
APR volume 54 issue 1 Cover and Front matter3
Conditioning Bienaymé–Galton–Watson trees to have large sub-populations3
PDMP Monte Carlo methods for piecewise smooth densities3
The number of individuals alive in a branching process given only times of deaths3
APR volume 56 issue 3 Cover and Back matter2
APR volume 56 issue 2 Cover and Back matter2
On q-scale functions of spectrally negative Lévy processes2
A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems2
A large-scale particle system with independent jumps and distributed synchronization2
Almost sure convergence and second moments of geometric functionals of fractal percolation2
Probabilistic analysis of replicator–mutator equations2
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes2
APR volume 56 issue 4 Cover and Front matter2
Stable systems with power law conditions for Poisson hail2
Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes2
Degree distributions in recursive trees with fitnesses2
An asymptotic approach to centrally planned portfolio selection2
A functional central limit theorem for SI processes on configuration model graphs2
Convergence of the derivative martingale for the branching random walk in time-inhomogeneous random environment2
Diffusion approximation of the stationary distribution of a two-level single server queue2
APR volume 54 issue 3 Cover and Back matter2
APR volume 56 issue 2 Cover and Front matter2
The spread of an epidemic: a game-theoretic approach2
The asymptotic shape of the branching random walk – CORRIGENDUM2
On decay–surge population models2
APR volume 56 issue 3 Cover and Front matter2
Bootstrap percolation in random geometric graphs2
Fair gambler’s ruin stochastically maximizes playing time1
Non-uniqueness phase in hyperbolic marked random connection models using the spherical transform1
Convergence of hybrid slice sampling via spectral gap1
Optimal stopping with variable attention1
Asymptotic expansion of the expected Minkowski functional for isotropic central limit random fields1
A Monte Carlo algorithm for the extrema of tempered stable processes1
Quasi-stationary distributions for subcritical branching Markov chains1
Spectral analysis of bilateral birth–death processes: some new explicit examples1
Approximation of the invariant measure for stable stochastic differential equations by the Euler–Maruyama scheme with decreasing step sizes1
Non-asymptotic analysis of Langevin-type Monte Carlo algorithms1
Conditions for indexability of restless bandits and an algorithm to compute Whittle index1
Convergence speed and approximation accuracy of numerical MCMC1
Cutoff for the logistic SIS epidemic model with self-infection1
A subgeometric convergence formula for finite-level M/G/1-type Markov chains: via a block-decomposition-friendly solution to the Poisson equation of the deviation matrix1
A modification of the random cutting model1
Ordering and convergence of large degrees in random hyperbolic graphs1
Optimal scaling of MCMC beyond Metropolis1
Enhanced upper confidence limits via randomized tests in random sampling without replacement1
Random stable-type minimal factorizations of the n-cycle1
The direct-connectedness function in the random connection model1
Quasi-stationary distributions in reducible state spaces1
An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries1
Optimal risk sharing for lambda value-at-risk1
Limit theorems for critical branching processes in a finite-state-space Markovian environment1
Survival of the flattest in the quasispecies model1
Measuring reciprocity in a directed preferential attachment network1
An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits: Corrigendum1
A dual risk model with additive and proportional gains: ruin probability and dividends1
Strong convergence of an epidemic model with mixing groups1
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations1
Probability of total domination for transient reflecting processes in a quadrant1
Probabilistic voting models with varying speeds of Correlation decay1
Conditions for indexability of restless bandits and an algorithm to compute whittle index – CORRIGENDUM1
Stein’s method for distributions modelling competing and complementary risk problems1
Ordering and ageing properties of developed sequential order statistics governed by the Archimedean copula1
Uniform asymptotics for a time-dependent bidimensional delay-claim risk model with stochastic return and dependent subexponential claims1
An extreme worst-case risk measure by expectile1
APR volume 55 issue 2 Cover and Back matter1
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment1
Convergence of the Kiefer–Wolfowitz algorithm in the presence of discontinuities1
Asymptotic mixed normality of maximum-likelihood estimator for Ewens–Pitman partition1
On model selection for dense stochastic block models1
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