OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Theoretical 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 2021-08-01 to 2025-08-01.)

Article	Citations
A Theory of Singular Values for Finite Free Probability	12
Improved Bounds in Stein’s Method for Functions of Multivariate Normal Random Vectors	10
Lower Deviation for the Supremum of the Support of Super-Brownian Motion	9
On the Relation of One-Dimensional Diffusions on Natural Scale and Their Speed Measures	9
Non-uniform Bounds and Edgeworth Expansions in Self-normalized Limit Theorems	8
Harnack Inequality for Distribution Dependent Second-Order Stochastic Differential Equations	8
Functional Limit Theorems for the Pólya Urn	7
Commutative Monoid Duality	7
Conformable Fractional Stochastic Differential Inclusions Driven by Poisson Jumps with Optimal Control and Clarke Subdifferential	6
Waiting Time for a Small Subcollection in the Coupon Collector Problem with Universal Coupon	6
The Lightning Model	5
Limiting Spectral Radii for Products of Ginibre Matrices and Their Inverses	5
On the Second Eigenvalue of Random Bipartite Biregular Graphs	5
Precise Tail Behaviour of Some Dirichlet Series	5
Fractional Kolmogorov Equations with Singular Paracontrolled Terminal Conditions	5
Asymptotic Behavior of Stochastic Complex Lattice Systems Driven by Superlinear Noise	5
Poisson–Dirichlet Scaling Limits of Kemp’s Supertrees	5
Some Families of Random Fields Related to Multiparameter Lévy Processes	5
Expected Number of Zeros of Random Power Series with Finitely Dependent Gaussian Coefficients	4
Bifractional Brownian Motions on Metric Spaces	4
The Time-Dependent Symbol of a Non-homogeneous Itô Process and Corresponding Maximal Inequalities	4
Multivariate Stable Approximation by Stein’s Method	4
Strong Approximations for a Class of Dependent Random Variables with Semi-Exponential Tails	4
Renewed Limit Theorems for Noncritical Galton–Watson Branching Systems	4
Existence and Uniqueness of Denumerable Markov Processes with Instantaneous States	4

Markov Chains in the Domain of Attraction of Brownian Motion in Cones	4
mu-Brownian Motion, Dualities, Diffusions, Transforms, and Reproducing Kernel Hilbert Spaces	3
General Self-Similarity Properties for Markov Processes and Exponential Functionals of Lévy Processes	3
Hydrodynamic Limit for the d-Facilitated Exclusion Process	3
Cutoff on Trees is Rare	3
Vector Random Fields on the Probability Simplex with Metric-Dependent Covariance Matrix Functions	3
Dimensions of Fractional Brownian Images	3
Structural Properties of Gibbsian Point Processes in Abstract Spaces	3
Normal Approximation of Compound Hawkes Functionals	3
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments	3
Exit Times for a Discrete Markov Additive Process	3
On the Characterization of a Finite Random Field by Conditional Distribution and its Gibbs Form	3
Onset of Pattern Formation for the Stochastic Allen–Cahn Equation	3
A Note on the Convergence of the Extreme Eigenvalues of a Large-Dimensional Sample Covariance Matrix	3
Approximation Schemes for McKean–Vlasov and Boltzmann-Type Equations (Error Analysis in Total Variation Distance)	3
Regularity of the Semigroup of Regular Probability Measures on Locally Compact Hausdorff Topological Groups	3
Discretization of the Ergodic Functional Central Limit Theorem	3
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling	3
Stochastic Forcing in Hydrodynamic Models with Non-local Interactions	3
On Stein’s Factors for Poisson Approximation in Wasserstein Distance with Nonlinear Transportation Costs	2
On Chemical Distance and Local Uniqueness of a Sufficiently Supercritical Finitary Random Interlacements	2
A Conditioned Local Limit Theorem for Nonnegative Random Matrices	2
On Conditioning Brownian Particles to Coalesce	2
High-Dimensional Central Limit Theorems for Homogeneous Sums	2
A Law of Large Numbers for Local Patterns in Schur Measures and a Schur Process	2
On the $$L^{p}$$-Spaces of Projective Limits of Probability Measures	2
Convex Order, Quantization and Monotone Approximations of ARCH Models	2
A Strong Version of the Skorohod Representation Theorem	2
Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates	2
Deviation and Moment Inequalities for Banach-Valued U-statistics	2
Joint Sum-and-Max Limit for a Class of Long-Range Dependent Processes with Heavy Tails	2
On Decoupled Standard Random Walks	2
General Mean Reflected Backward Stochastic Differential Equations	2
Small Deviations for the Mutual Intersection Local Time of Brownian Motions	2
Multilinear Smoothing and Local Well-Posedness of a Stochastic Quadratic Nonlinear Schrödinger Equation	2
Measure Pseudo-S-asymptotically Bloch-Type Periodicity of Some Semilinear Stochastic Integrodifferential Equations	2
Characterisation of Honest Times and Optional Semimartingales of Class-$$(\Sigma )$$	2
Limit Theorems for $$\sigma $$-Localized Émery Convergence	2
A Denseness Property of Stochastic Processes	2
Laws of Large Numbers for Weighted Sums of Independent Random Variables: A Game of Mass	2
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition	2
Entropies of Sums of Independent Gamma Random Variables	2
Green Function for an Asymptotically Stable Random Walk in a Half Space	2
On the Normalized Laplacian Spectra of Random Geometric Graphs	2
Shannon–McMillan–Breiman Theorem Along Almost Geodesics in Negatively Curved Groups	2
Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations	2
On Ergodic Properties of Some Lévy-Type Processes	2
Exponential Behaviour of Nonlinear Fractional Schrödinger Evolution Equation with Complex Potential and Poisson Jumps	2
Support Theorem for Lévy-driven Stochastic Differential Equations	2
Resolution of Sigma-Fields for Multiparticle Finite-State Action Evolutions with Infinite Past	2

Regular Diffusion and Stochastic Differential Equation with Generalized Drift	2
Bounding the $$L^1$$-Distance Between One-Dimensional Continuous and Discrete Distributions via Stein’s Method	1
Urns with Multiple Drawings and Graph-Based Interaction	1
Hoeffding–Serfling Inequality for U-Statistics Without Replacement	1
$$L^p$$-Error Estimates for Numerical Schemes for Solving Certain Kinds of Mean-Field Backward Stochastic Differential Equations	1
On the Existence of Extreme Coherent Distributions with No Atoms	1
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	1
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution	1
Probability and Moment Inequalities for Additive Functionals of Geometrically Ergodic Markov Chains	1
Asymptotic Behaviors for Random Geometric Series	1
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces	1
On the Generalized Birth–Death Process and Its Linear Versions	1
A Strong Convergence Rate of the Averaging Principle for Two-Time-Scale Forward-Backward Stochastic Differential Equations	1
Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space	1
An Exponential Nonuniform Berry–Esseen Bound for the Fractional Ornstein–Uhlenbeck Process	1
Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment	1
A Version of the Random Directed Forest and its Convergence to the Brownian Web	1
Tail Behavior and Almost Sure Growth Rate of Superpositions of Ornstein–Uhlenbeck-type Processes	1
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces	1
Another Look at Stein’s Method for Studentized Nonlinear Statistics with an Application to U-Statistics	1
Concentration Inequalities on the Multislice and for Sampling Without Replacement	1
Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes	1
A Simple Method to Find All Solutions to the Functional Equation of the Smoothing Transform	1
Invariant Measures for the Nonlinear Stochastic Heat Equation with No Drift Term	1
Zero–One Laws for Events with Positional Symmetries	1
Quasi-Ergodic Limits for Moments of Jumps Under Absorbing Stable Processes	1
Determining the Number and Values of Thresholds for Multi-regime Threshold Ornstein–Uhlenbeck Processes	1
Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View	1
Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators	1
Entropic Regularization of Wasserstein Distance Between Infinite-Dimensional Gaussian Measures and Gaussian Processes	1
Coupled McKean–Vlasov Equations Over Convex Domains	1
Error distribution of the Euler approximation scheme for stochastic Volterra equations	1
Gaussian Free Fields on the Hypercube	1
Exponential Ergodicity for Singular McKean–Vlasov Stochastic Differential Equations in Weighted Variation Metric	1
Embrechts–Goldie’s Problem on the Class of Lattice Convolution Equivalent Distributions	1
Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts	1
On the Ergodicity of Certain Markov Chains in Random Environments	1
Central Limit Theorem for Crossings in Randomly Embedded Graphs	1
On Nonlinear Markov Processes in the Sense of McKean	1
Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function	1
Some Properties of Markov chains on the Free Group $${\mathbb {F}}_2$$	1
Penalization of Galton–Watson Trees with Marked Vertices	1
Spectral Heat Content for Time-Changed Killed Brownian Motions	1
Sylvester Index of Random Hermitian Matrices	1
The Limiting Spectral Distribution of Large-Dimensional General Information-Plus-Noise-Type Matrices	1
Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space	1
The Generalized Entropy Ergodic Theorem with Two Types of Convergence for M-th-Order Nonhomogeneous Hidden Markov Models	1
On Self-Similar Bernstein Functions and Corresponding Generalized Fractional Derivatives	1
Local Central Limit Theorem for Multi-group Curie–Weiss Models	1
Exact Modulus of Continuities for $$\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion	1
Sub-exponentiality in Statistical Exponential Models	1
Rough Differential Equations Containing Path-Dependent Bounded Variation Terms	1
Optimal Controllability for Multi-Term Time-Fractional Stochastic Systems with Non-Instantaneous Impulses	1
Moderate and $$L^p$$ Maximal Inequalities for Diffusion Processes and Conformal Martingales	1
Quasi-Stationary Distributions for Single Death Processes with Killing	1
On a Generalisation of the Coupon Collector Problem	1
Derivative of Multiple Self-intersection Local Time for Fractional Brownian Motion	1
Some Bounds for the Expectations of Functions on Order Statistics and Their Applications	1
Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises	1
Lower Deviation Probabilities for Level Sets of the Branching Random Walk	1
The Extinction Rate of a Branching Random Walk with a Barrier in a Time-Inhomogeneous Random Environment	1
Higher-Order Error Estimates of the Discrete-Time Clark–Ocone Formula	1
Limiting Distributions for a Class of Super-Brownian Motions with Spatially Dependent Branching Mechanisms	1
The Heyde Theorem on a Group $$\mathbb {R}^n \times D$$, Where D is a Discrete Abelian Group	1
Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces	1
Anisotropic Non-oriented Bond Percolation in High Dimensions	1
A Proof of Sanov’s Theorem via Discretizations	1
Moment Bounds for a Generalized Anderson Model with Gaussian Noise Rough in Space	1