Journal of Applied Probability

Papers
(The median citation count of Journal of Applied Probability is 0. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
Extinction time of the logistic process20
JPR volume 60 issue 2 Cover and Front matter18
Ruin probabilities in a Markovian shot-noise environment15
The speed of a biased walk on a Galton–Watson tree without leaves is monotonic for low values of bias12
JPR volume 61 issue 1 Cover and Back matter12
Branching processes in nearly degenerate varying environment11
On supercritical branching processes with emigration9
Regeneration of branching processes with immigration in varying environments – Erratum8
Sufficientness postulates for measure-valued Pólya urn sequences8
Persistence of spectral projections for stochastic operators on large tensor products8
Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations7
Boundary crossing problems and functional transformations for Ornstein–Uhlenbeck processes7
Stationary analysis of an (R, Q) inventory model with normal and emergency orders7
Optimal Stopping Methodology for the Secretary Problem with Random Queries – ADDENDUM6
Characterization of random variables with stationary digits6
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators6
JPR volume 61 issue 4 Cover and Front matter6
Asymptotics of the overflow in urn models6
Coupling results and Markovian structures for number representations of continuous random variables6
JPR volume 59 issue 3 Cover and Back matter6
Asymptotic results for sums and extremes5
On the comparison of Shapley values for variance and standard deviation games5
Cover time for branching random walks on regular trees5
Generalizations of forest fires with ignition at the origin5
First-passage time for Sinai’s random walk in a random environment5
Regeneration of branching processes with immigration in varying environments5
An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions5
Workload analysis of a two-queue fluid polling model5
Queues with path-dependent arrival processes5
JPR volume 59 issue 2 Cover and Back matter5
Sharp large deviations and concentration inequalities for the number of descents in a random permutation5
Stein’s method and approximating the multidimensional quantum harmonic oscillator5
Reflection principle for finite-velocity random motions5
JPR volume 61 issue 3 Cover and Back matter4
On large-deviation probabilities for the empirical distribution of branching random walks with heavy tails4
Widths of crossings in Poisson Boolean percolation4
Mutually interacting superprocesses with migration4
Uncertainty quantification and confidence intervals for naive rare-event estimators4
Couplings for determinantal point processes and their reduced Palm distributions with a view to quantifying repulsiveness4
A non-homogeneous alternating renewal process model for interval censoring4
On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model4
Long range dependence of heavy-tailed random functions4
Super-replication of life-contingent options under the Black–Scholes framework4
Prevalence of deficiency-zero reaction networks in an Erdös–Rényi framework4
Asymptotic persistence time formulae for multitype birth–death processes4
Subgeometric ergodicity and β-mixing3
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms3
Extrema of multi-dimensional Gaussian processes over random intervals3
JPR volume 61 issue 1 Cover and Front matter3
An adjacent-swap Markov chain on coalescent trees3
Inequalities and bounds for expected order statistics from transform-ordered families3
Characteristics of the switch process and geometric divisibility3
Disorder detection with costly observations3
Optimal allocation of relevations in coherent systems3
The number of K-tons in the coupon collector problem3
Buffon’s problem determines Gaussian curvature in three geometries3
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal3
Self-normalized Cramér moderate deviations for a supercritical Galton–Watson process3
Further properties of fractional stochastic dominance3
R-positivity and the existence of zero-temperature limits of Gibbs measures on nearest-neighbor matrices3
Duality theory for exponential utility-based hedging in the Almgren–Chriss model3
Arcsine laws for random walks generated from random permutations with applications to genomics3
Characterization theorems for pseudo cross-variograms3
Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise3
Tree trace reconstruction using subtraces3
With or without replacement? Sampling uncertainty in Shepp’s urn scheme3
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes2
JPR volume 60 issue 4 Cover and Back matter2
Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models2
JPR volume 60 issue 4 Cover and Front matter2
On the asymptotic behavior of the Diaconis–Freedman chain in a multi-dimensional simplex2
Stochastic differential equation approximations of generative adversarial network training and its long-run behavior2
Monotonicity of implied volatility for perpetual put options2
Stochastic analysis of average-based distributed algorithms2
Fast mixing of a randomized shift-register Markov chain2
JPR volume 58 issue 4 Cover and Back matter2
Limiting shape for first-passage percolation models on random geometric graphs2
Matrix representations of Wiener–Hopf factorisations for Lévy processes2
On some semi-parametric estimates for European option prices2
Anomalous recurrence of Markov chains on negatively curved manifolds2
Computing minimal signature of coherent systems through matrix-geometric distributions2
De Finetti’s control problem with a concave bound on the control rate2
Scaling limit of the local time of random walks conditioned to stay positive2
Rate of convergence for particle approximation of PDEs in Wasserstein space2
Pathwise large deviations for the rough Bergomi model: Corrigendum2
Asymptotic expansion of the invariant measure for Markov-modulated ODEs at high frequency2
Interacting urns on directed networks with node-dependent sampling and reinforcement – CORRIGENDUM2
An efficient method for generating a discrete uniform distribution using a biased random source2
Transition density of an infinite-dimensional diffusion with the jack parameter2
Aging notions, stochastic orders, and expected utilities2
JPR volume 59 issue 2 Cover and Front matter2
Continuous dependence of stationary distributions on parameters for stochastic predator–prey models2
Maximum likelihood estimation for spinal-structured trees2
Stopping problems with an unknown state2
Transience of continuous-time conservative random walks2
Chase–escape in dynamic device-to-device networks2
Log-concavity and other concepts of bivariate increasing failure rate distributions2
Limit theorems for random points in a simplex2
Sturm–Liouville theory and decay parameter for quadratic markov branching processes2
JPR volume 58 issue 3 Cover and Back matter2
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics2
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment2
Short-time behavior of solutions to Lévy-driven stochastic differential equations2
JPR volume 58 issue 2 Cover and Back matter2
Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration1
JPR volume 59 issue 1 Cover and Back matter1
Normal and stable approximation to subgraph counts in superpositions of Bernoulli random graphs1
Recurrence and transience of a Markov chain on $\mathbb Z$ + and evaluation of prior distributions for a Poisson mean1
JPR volume 60 issue 3 Cover and Front matter1
How a probabilistic analogue of the mean value theorem yields stein-type covariance identities1
On local weak limit and subgraph counts for sparse random graphs1
On a time-changed variant of the generalized counting process1
Perturbation analysis for continuous-time Markov chains in a weak sense1
On relevation redundancy to coherent systems at component and system levels1
Stochastic ordering results on the duration of the gambler’s ruin game1
Majorization and randomness measures1
General drawdown of general tax model in a time-homogeneous Markov framework1
Robustness of iterated function systems of Lipschitz maps1
Local convergence of critical Galton–Watson trees1
Weak convergence of stochastic integrals with respect to the state occupation measure of a Markov chain1
The dutch draw: constructing a universal baseline for binary classification problems1
Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing1
On the joint survival probability of two collaborating firms1
Stationary measures and the continuous-state branching process conditioned on extinction1
Explosion of continuous-state branching processes with competition in a Lévy environment1
A deep look into the dagum family of isotropic covariance functions1
JPR volume 60 issue 3 Cover and Back matter1
Moderate deviations inequalities for Gaussian process regression1
Weak convergence of the extremes of branching Lévy processes with regularly varying tails1
Skew brownian motion and complexity of the alps algorithm1
Pricing and hedging for a sticky diffusion1
On the forward algorithm for stopping problems on continuous-time Markov chains1
Large deviations of extremal eigenvalues of sample covariance matrices1
On the speed of convergence of discrete Pickands constants to continuous ones1
Weakly interacting oscillators on dense random graphs1
On extremes of random clusters and marked renewal cluster processes1
Exponential decay for constrained-degree percolation1
Approximation with ergodic processes and testability1
Analysis of ${\textit{d}}$ -ary tree algorithms with successive interference cancellation1
Generalized limit theorems forU-max statistics1
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution1
A Dynamic Taylor’s law1
Interacting urns on a finite directed graph1
Large deviations of Poisson Telecom processes1
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances1
JPR volume 58 issue 3 Cover and Front matter1
The Bruss–Robertson–Steele inequality1
Applied Probability Trust prizes 20231
Applied Probability Trust prizes 20241
Applied Probability Trust prizes 20211
From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity1
Scaling limits of branching random walks and branching-stable processes1
Information-theoretic convergence of extreme values to the Gumbel distribution1
On Tournaments and negative dependence1
On the probability of rumour survival among sceptics1
Non-hyperuniformity of Gibbs point processes with short-range interactions1
The Berkelmans–Pries dependency function: A generic measure of dependence between random variables1
Two-type linear-fractional branching processes in varying environments with asymptotically constant mean matrices1
Stochastic orderings of multivariate elliptical distributions1
Applied Probability Trust prizes 20221
The proportion of triangles in a class of anisotropic Poisson line tessellations1
Reciprocal properties of random fields on undirected graphs1
Discounted optimal stopping problems in first-passage time models with random thresholds1
An averaging process on hypergraphs1
On the ruin probability of a generalized Cramér–Lundberg model driven by mixed Poisson processes1
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance1
A growth-fragmentation model connected to the ricocheted stable process1
JPR volume 58 issue 2 Cover and Front matter1
Mixing time bounds for edge flipping on regular graphs1
JPR volume 60 issue 1 Cover and Back matter1
Random population dynamics under catastrophic events1
Bounding the difference between the values of robust and non-robust Markov decision problems1
Accelerated group sequential sampling1
Strong convergence of peaks over a threshold1
The Markov chain embedding problem in a one-jump setting1
A large deviation theorem for a supercritical super-Brownian motion with absorption1
Estimating tails of independently stopped random walks using concave approximations of hazard functions1
A transport process on graphs and its limiting distributions0
Asymptotic behaviour of the first positions of uniform parking functions0
Necessity of weak subordination for some strongly subordinated Lévy processes0
Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations0
JPR volume 61 issue 3 Cover and Front matter0
A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions0
Distribution of consensus in a broadcast-based consensus algorithm with random initial opinions0
Boolean percolation on digraphs and random exchange processes0
Coexistence of lazy frogs on0
Discounted probability of exponential parisian ruin: Diffusion approximation0
Sample path moderate deviations for non-stationary power-law shot noise processes0
On a wider class of prior distributions for graphical models0
Gromov–Wasserstein distances between Gaussian distributions0
JPR volume 60 issue 1 Cover and Front matter0
An ergodic theorem for the weighted ensemble method0
Optimal stopping under g-Expectation with -integrable reward process0
Mean-field analysis of stochastic networks with reservation0
On transience of $\mathrm{M}/\mathrm{G}/\infty$ queues0
On connectivity and robustness of random graphs with inhomogeneity0
Logarithmic heavy traffic error bounds in generalized switch and load balancing systems0
The limiting spectral distribution of large random permutation matrices0
Multivariate regularly varying insurance and financial risks in multidimensional risk models0
Interacting urns on directed networks with node-dependent sampling and reinforcement0
Coherent distributions on the square–extreme points and asymptotics0
Sojourn functionals for spatiotemporal Gaussian random fields with long memory0
A central limit theorem for conservative fragmentation chains0
Geometric random intersection graphs with general connection probabilities0
Exact simulation of Ornstein–Uhlenbeck tempered stable processes0
An elementary approach to component sizes in critical random graphs0
On the Kolmogorov constant explicit form in the theory of discrete-time stochastic branching systems0
A spatial mutation model with increasing mutation rates0
A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes0
Bose–Einstein condensation for particles with repulsive short-range pair interactions in a Poisson random external potential in0
The unified extropy and its versions in classical and Dempster–Shafer theories0
Bounds for expected supremum of fractional Brownian motion with drift0
The elephant random walk in the triangular array setting0
Differences between Lyapunov exponents for the simple random walk in Bernoulli potentials0
Weak convergence of adaptive Markov chain Monte Carlo0
Variations of the elephant random walk0
On intersection probabilities of four lines inside a planar convex domain0
Resolving an old problem on the preservation of the IFR property under the formation of -out-of- systems with discrete distributions0
Time-convergent random matrices from mean-field pinned interacting eigenvalues0
A confirmation of a conjecture on Feldman’s two-armed bandit problem0
A singularly perturbed ruin problem for a two-dimensional Brownian motion in the positive quadrant0
SIR epidemics driven by Feller processes0
JPR volume 59 issue 4 Cover and Front matter0
Optimal stopping methodology for the secretary problem with random queries0
R-positivity and existence of zero-temperature limits of Gibbs measures on nearest neighbors matrices – CORRIGENDUM0
On the splitting and aggregating of Hawkes processes0
Characterization of the optimal average cost in Markov decision chains driven by a risk-seeking controller0
Lower bound for the expected supremum of fractional brownian motion using coupling0
Competing risks and shock models governed by a generalized bivariate Poisson process0
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods0
Graph distances in scale-free percolation: the logarithmic case0
The real-time growth rate of stochastic epidemics on random intersection graphs0
Rate of strong convergence to Markov-modulated Brownian motion0
On point processes defined by angular conditions on Delaunay neighbors in the Poisson–Voronoi Tessellation0
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process0
On the study of the running maximum and minimum level of level-dependent quasi-birth–death processes and related models0
SIR model with social gatherings0
Stochastic properties of generalized finite mixture models with dependent components0
Simple analytical solutions for the , , and related queues0
JPR volume 60 issue 2 Cover and Back matter0
The shape of a seed bank tree0
Reliability analyses of linear two-dimensional consecutive k-type systems0
Breaking of ensemble equivalence for dense random graphs under a single constraint0
Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain0
On transform orders for largest claim amounts0
Quenched worst-case scenario for root deletion in targeted cutting of random recursive trees0
Central limit theorem in complete feedback games0
Optimal redundancy allocation in coherent systems with heterogeneous dependent components0
Maximizing the probability of visiting a set infinitely often for a Markov decision process with Borel state and action spaces0
Heavy-traffic limits for parallel single-server queues with randomly split Hawkes arrival processes0
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