OOIR: Observatory of International Research

Papers

(The TQCC of Advances in Applied Probability is 2. 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 2020-05-01 to 2024-05-01.)

Article	Citations
Renewal in Hawkes processes with self-excitation and inhibition	20
Exact simulation for multivariate Itô diffusions	14
On component failure in coherent systems with applications to maintenance strategies	13
Markov chain approximation of one-dimensional sticky diffusions	11
Limit theorems for sequential MCMC methods	10
One- versus multi-component regular variation and extremes of Markov trees	10
Linking representations for multivariate extremes via a limit set	9
Absorption probabilities for Gaussian polytopes and regular spherical simplices	9
Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs	9
Percolation phase transition in weight-dependent random connection models	8
Functional limit theorems for the euler characteristic process in the critical regime	8
Branching processes with interactions: subcritical cooperative regime	8
From microscopic price dynamics to multidimensional rough volatility models	7
Central limit theorems for coupled particle filters	7
Draw-down Parisian ruin for spectrally negative Lévy processes	7
Sparse regular variation	6
Can Coherent Predictions be Contradictory?	6
Unbiased filtering of a class of partially observed diffusions	6
Conditions for indexability of restless bandits and an algorithm to compute Whittle index	6
SINR percolation for Cox point processes with random powers	5
An ephemerally self-exciting point process	5
Moran models and Wright–Fisher diffusions with selection and mutation in a one-sided random environment	5
Sandwiched SDEs with unbounded drift driven by Hölder noises	5
A stochastic matching model on hypergraphs	5
Mean and variance of balanced Pólya urns	5

Mean reflected stochastic differential equations with jumps	5
Ruin problems for epidemic insurance	4
Central limit theorem for bifurcating markov chains under L²-ergodic conditions	4
Detailed balance, local detailed balance, and global potential for stochastic chemical reaction networks	4
Failure rate properties of parallel systems	4
Measuring reciprocity in a directed preferential attachment network	4
Exact simulation of coupled Wright–Fisher diffusions	4
A functional central limit theorem for SI processes on configuration model graphs	4
Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models	4
Mean square rate of convergence for random walk approximation of forward-backward SDEs	3
Asymptotic normality for -dependent and constrained -statistics, with applications to pattern matching in random strings and permutations	3
Speed and concentration of the covering time for structured coupon collectors	3
Non-Gaussian fluctuations of randomly trapped random walks	3
Limit theorems for multi-type general branching processes with population dependence	3
Out-of-equilibrium random walks	3
Continuum line-of-sight percolation on Poisson–Voronoi tessellations	3
Optimal entry and consumption under habit formation	3
The equilibrium states of large networks of Erlang queues	3
Degree distributions in recursive trees with fitnesses	3
Discrete-time risk-aware optimal switching with non-adapted costs	3
Moment-constrained optimal dividends: precommitment and consistent planning	3
Bootstrap percolation in inhomogeneous random graphs	3
The -Delaunay tessellation: Description of the model and geometry of typical cells	3
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis	3
Kingman’s model with random mutation probabilities: convergence and condensation I	2
On gradual-impulse control of continuous-time Markov decision processes with exponential utility	2
Spectral alignment of correlated Gaussian matrices	2
Random intersection graphs with communities	2
Approximations of geometrically ergodic reversible markov chains	2
On q-scale functions of spectrally negative Lévy processes	2
Explicit asymptotics on first passage times of diffusion processes	2
Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates	2
A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty	2
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 matrix	2
The fluid limit of a random graph model for a shared ledger	2
Fair gambler’s ruin stochastically maximizes playing time	2
On sparsity, power-law, and clustering properties of graphex processes	2
Stability and moment bounds under utility-maximising service allocations: Finite and infinite networks	2
Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes	2
Some results on the telegraph process driven by gamma components	2
Asymptotic results on tail moment and tail central moment for dependent risks	2
Local limits of spatial inhomogeneous random graphs	2
Spectral analysis of bilateral birth–death processes: some new explicit examples	2
A generalised Dickman distribution and the number of species in a negative binomial process model	2
Long-Time Trajectorial Large Deviations and Importance Sampling for Affine Stochastic Volatility Models	2
Construction of aggregation paradoxes through load-sharing models	2
On operator fractional Lévy motion: integral representations and time-reversibility	2
Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States	2
Asymptotic variance of Newton–Cotes quadratures based on randomized sampling points	2
Exponential and gamma form for tail expansions of first-passage distributions in semi-markov processes	2

Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration	2
Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities	2