Journal of Applied Probability

Article	Citations
Applied Probability Trust prizes 2022	18
Large-deviation asymptotics of condition numbers of random matrices	16
Convergence rate of the EM algorithm for SDEs with low regular drifts	15
Extinction time of the logistic process	11
On intersection probabilities of four lines inside a planar convex domain	10
JPR volume 60 issue 2 Cover and Front matter	8
Matrix representations of Wiener–Hopf factorisations for Lévy processes	7
Tessellation-valued processes that are generated by cell division	7
Last exit time until first exit time for spectrally negative Lévy processes	7
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias	7
On the cumulant transforms for Hawkes processes	7
Aging notions, stochastic orders, and expected utilities	6
JPR volume 61 issue 2 Cover and Back matter	6
Stochastic ordering results on the duration of the gambler’s ruin game	6
On some semi-parametric estimates for European option prices	5
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment	5
JPR volume 61 issue 3 Cover and Front matter	5
Approximation with ergodic processes and testability	5
On supercritical branching processes with emigration	4
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions	4
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics	4
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior	4
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes	4
Nonlinear Markov chains with finite state space: invariant distributions and long-term behaviour	4
JPR volume 59 issue 2 Cover and Front matter	4

Clustering in preferential attachment random graphs with edge-step	4
Necessity of weak subordination for some strongly subordinated Lévy processes	4
Discounted optimal stopping problems in first-passage time models with random thresholds	4
Lower bound for the expected supremum of fractional brownian motion using coupling	4
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes	4
JPR volume 61 issue 1 Cover and Back matter	4
A probabilistic model for interfaces in a martensitic phase transition	4
JPR volume 58 issue 2 Cover and Back matter	4
General drawdown of general tax model in a time-homogeneous Markov framework	3
A transport process on graphs and its limiting distributions	3
On a time-changed variant of the generalized counting process	3
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes	3
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods	3
A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes	3
A note related to the CS decomposition and the BK inequality for discrete determinantal processes	3
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution	3
An ergodic theorem for the weighted ensemble method	3
A queue with independent and identically distributed arrivals	3
Regeneration of branching processes with immigration in varying environments – Erratum	3
Interacting urns on a finite directed graph	3
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations	3
Exact simulation of Ornstein–Uhlenbeck tempered stable processes	3
A central limit theorem for conservative fragmentation chains	3
Persistence of spectral projections for stochastic operators on large tensor products	3
Average Jaccard index of random graphs	3
The winner takes it all but one	2
JPR volume 58 issue 3 Cover and Back matter	2
Stationary analysis of an (R, Q) inventory model with normal and emergency orders	2
The Markov chain embedding problem in a one-jump setting	2
JPR volume 58 issue 2 Cover and Front matter	2
Characterization of random variables with stationary digits	2
Sufficientness postulates for measure-valued Pólya urn sequences	2
Ruin probabilities in a Markovian shot-noise environment	2
On the steady state of continuous-time stochastic opinion dynamics with power-law confidence	2
Transition density of an infinite-dimensional diffusion with the jack parameter	2
Limit theorems of occupation times of normalized binary contact path processes on lattices	2
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs	2
On Tournaments and negative dependence	2
Asymptotics of the overflow in urn models	2
Exchangeable and sampling-consistent distributions on rooted binary trees	2
JPR volume 58 issue 4 Cover and Back matter	2
A note on the Screaming Toes game	2
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing	2
Extropy: Characterizations and dynamic versions	2
Branching processes in nearly degenerate varying environment	2
Analysis of a non-reversible Markov chain speedup by a single edge	2
On moments of downward passage times for spectrally negative Lévy processes	2
Maximum likelihood estimation for spinal-structured trees	2
Intersections of random sets	2
A model for an epidemic with contact tracing and cluster isolation, and a detection paradox	2

Skew brownian motion and complexity of the alps algorithm	2
Stochastic analysis of average-based distributed algorithms	2
The shape of a seed bank tree	2
An efficient method for generating a discrete uniform distribution using a biased random source	2
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators	2
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP	2
JPR volume 60 issue 1 Cover and Back matter	2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes	2
Finite element approximations for stochastic control problems with unbounded state space	2
Computing minimal signature of coherent systems through matrix-geometric distributions	2
Exactly solvable urn models under random replacement schemes and their applications	1
Reciprocal properties of random fields on undirected graphs	1
Sensitivity of mean-field fluctuations in Erlang loss models with randomized routing	1
Distribution theory for dependent renewal–reward processes and their first-passage times using saddlepoint and residue expansions	1
On strongly rigid hyperfluctuating random measures	1
On mixed fractional stochastic differential equations with discontinuous drift coefficient	1
Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes	1
A large-deviation principle for birth–death processes with a linear rate of downward jumps	1
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency	1
Dynamics of information networks	1
On the forward algorithm for stopping problems on continuous-time Markov chains	1
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems	1
Workload analysis of a two-queue fluid polling model	1
JPR volume 60 issue 3 Cover and Front matter	1
JPR volume 59 issue 2 Cover and Back matter	1
On the Sn/n problem	1
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes	1
Applied Probability Trust prizes 2024	1
Queues with path-dependent arrival processes	1
Limit theorems for random points in a simplex	1
Reflection principle for finite-velocity random motions	1
On the speed of convergence of discrete Pickands constants to continuous ones	1
Exponential decay for constrained-degree percolation	1
Perturbation analysis for continuous-time Markov chains in a weak sense	1
On relevation redundancy to coherent systems at component and system levels	1
Asymptotics of the allele frequency spectrum and the number of alleles	1
Stochastic orderings of multivariate elliptical distributions	1
Short-time behavior of solutions to Lévy-driven stochastic differential equations	1
Stochastic ordering for birth–death processes with killing	1
Two poisson limit theorems for the coupon collector’s problem with group drawings	1
Sharp large deviations and concentration inequalities for the number of descents in a random permutation	1
The containment profile of hyper-recursive trees	1
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models	1
On Markov chain approximations for computing boundary crossing probabilities of diffusion processes	1
JPR volume 59 issue 4 Cover and Back matter	1
A decomposition for Lévy processes inspected at Poisson moments	1
An upper bound for the bond percolation threshold of the cubic lattice by a growth process approach	1
Generalizations of forest fires with ignition at the origin	1
Random additions in urns of integers	1
JPR volume 59 issue 3 Cover and Back matter	1
Dynamical fitness models: evidence of universality classes for preferential attachment graphs	1
Hiring and firing – a signaling game	1
Portfolio management under drawdown constraint in discrete-time financial markets	1
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM	1
Generalized limit theorems forU-max statistics	1
Stochastic gradient descent for barycenters in Wasserstein space	1
Limit laws for large th-nearest neighbor balls	1
Inequalities between time and customer averages for HNB(W)UE arrival processes	1
First-passage time for Sinai’s random walk in a random environment	1
JPR volume 61 issue 4 Cover and Front matter	1
Stein’s method and approximating the multidimensional quantum harmonic oscillator	1
An averaging process on hypergraphs	1
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions	1
On the splitting and aggregating of Hawkes processes	1
Cover time for branching random walks on regular trees	1
Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation	1
Competing risks and shock models governed by a generalized bivariate Poisson process	1
Color-avoiding percolation and branching processes	1
A growth-fragmentation model connected to the ricocheted stable process	1
Local convergence of critical Galton–Watson trees	1
Asymptotic behaviour of the first positions of uniform parking functions	1
JPR volume 61 issue 3 Cover and Back matter	1
The real-time growth rate of stochastic epidemics on random intersection graphs	1
Asymptotic behavior of the weak approximation to a class of Gaussian processes	1
On some properties of distributions possessing a bathtub-shaped failure rate average	1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails	1
JPR volume 59 issue 3 Cover and Front matter	1
Replica-mean-field limits of fragmentation-interaction-aggregation processes	1
A transient Cramér–Lundberg model with applications to credit risk	1
On local weak limit and subgraph counts for sparse random graphs	1

On the probability of rumour survival among sceptics	1
Monotonicity of implied volatility for perpetual put options	1
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables	1
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields	1
Coherent distributions on the square–extreme points and asymptotics	1
Dispersive orderings induced by differences of inter risk measures	1
Series expansions for random disc-polygons in smooth plane convex bodies	1
Log-concavity and other concepts of bivariate increasing failure rate distributions	1
An algorithm to construct coherent systems using signatures	0
Duality theory for exponential utility-based hedging in the Almgren–Chriss model	0
Long edges in Galton–Watson trees	0
Characteristics of the switch process and geometric divisibility	0
Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates	0
Characterization theorems for pseudo cross-variograms	0
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities	0
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration	0
On a wider class of prior distributions for graphical models	0
Extrema of multi-dimensional Gaussian processes over random intervals	0
Optimal coupling of jumpy Brownian motion on the circle	0
JPR volume 59 issue 1 Cover and Front matter	0
JPR volume 60 issue 2 Cover and Back matter	0
The elephant random walk in the triangular array setting	0
Sample path moderate deviations for non-stationary power-law shot noise processes	0
On penalized goal-reaching probability minimization under borrowing and short-selling constraints	0
Optimal redundancy allocation in coherent systems with heterogeneous dependent components	0
The impact of pinning points on memorylessness in Lévy random bridges	0
Bivariate tempered space-fractional Poisson process and shock models	0
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal	0
Multivariate regularly varying insurance and financial risks in multidimensional risk models	0
Non-hyperuniformity of Gibbs point processes with short-range interactions	0
A branching random walk in the presence of a hard wall	0
Stochastic properties of generalized finite mixture models with dependent components	0
On the strong stability of ergodic iterations	0
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices	0
On the joint survival probability of two collaborating firms	0
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes	0
On transience of $\mathrm{M}/\mathrm{G}/\infty$ queues	0
Bounding the difference between the values of robust and non-robust Markov decision problems	0
An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion	0
Coexistence of lazy frogs on	0
The proportion of triangles in a class of anisotropic Poisson line tessellations	0
Inheritance of strong mixing and weak dependence under renewal sampling	0
Large deviations of extremal eigenvalues of sample covariance matrices	0
Discounted probability of exponential parisian ruin: Diffusion approximation	0
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process	0
A product form for the general stochastic matching model	0
SIR model with social gatherings	0
Explosion of continuous-state branching processes with competition in a Lévy environment	0
Simple analytical solutions for the , , and related queues	0
A deep look into the dagum family of isotropic covariance functions	0
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models	0
Connectivity of random graphs after centrality-based vertex removal	0
Subgeometric ergodicity and β-mixing	0
Controlled branching processes with continuous time	0
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems	0
On the rate of convergence for an α-stable central limit theorem under sublinear expectation	0
Buffon’s problem determines Gaussian curvature in three geometries	0
De Finetti’s control problem with a concave bound on the control rate	0
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions	0
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces	0
Accelerated group sequential sampling	0
Reliability analyses of linear two-dimensional consecutive k-type systems	0
On the Brownian range and the Brownian reversal	0
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions	0
The unified extropy and its versions in classical and Dempster–Shafer theories	0
The dutch draw: constructing a universal baseline for binary classification problems	0
On affine multicolor urns grown under multiple drawing	0
Applied Probability Trust prizes 2023	0
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms	0
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances	0
Central limit theorem in complete feedback games	0
Approaching the coupon collector’s problem with group drawings via Stein’s method	0
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices	0
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials	0
On extremes of random clusters and marked renewal cluster processes	0
Arcsine laws for random walks generated from random permutations with applications to genomics	0
Applied Probability Trust prizes 2021	0
Exponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinity	0
Disorder detection with costly observations	0
Weakly interacting oscillators on dense random graphs	0
Exponential ergodicity for a class of Markov processes with interactions	0
Surprising identities for the greedy independent set on Cayley trees	0
Giant descendant trees, matchings, and independent sets in age-biased attachment graphs	0
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations	0
On transform orders for largest claim amounts	0
(Almost) complete characterization of the stability of a discrete-time Hawkes process with inhibition and memory of length two	0
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise	0
With or without replacement? Sampling uncertainty in Shepp’s urn scheme	0
Recurrence and transience of a Markov chain on $\mathbb Z$ + and evaluation of prior distributions for a Poisson mean	0
Boolean percolation on digraphs and random exchange processes	0
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes	0
R-positivity and existence of zero-temperature limits of Gibbs measures on nearest neighbors matrices – CORRIGENDUM	0
Optimal stopping methodology for the secretary problem with random queries	0
Strong convergence of peaks over a threshold	0
Gromov–Wasserstein distances between Gaussian distributions	0