Annals of Applied Probability

Papers
(The median citation count of Annals of 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 2022-01-01 to 2026-01-01.)
ArticleCitations
The frog model on Galton–Watson trees43
A probability approximation framework: Markov process approach32
Stochastic epidemic models with varying infectivity and waning immunity29
Controlling moments with kernel Stein discrepancies27
Control of McKean–Vlasov SDEs with contagion through killing at a state-dependent intensity25
An entropic approach for Hamiltonian Monte Carlo: The idealized case22
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point22
Stochastic heat equations driven by space-time G-white noise under sublinear expectation22
From finite population optimal stopping to mean field optimal stopping21
Mean-field reflected backward stochastic differential equations20
Cylinders’ percolation: Decoupling and applications20
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths20
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs20
Lp optimal prediction of the last zero of a spectrally negative Lévy process20
Open markets and hybrid Jacobi processes18
Mean field games with common noise and degenerate idiosyncratic noise18
Periodic words, common subsequences and frogs18
Analysis of two-component Gibbs samplers using the theory of two projections18
Barycentric Brownian bees17
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background15
Central moments of the free energy of the stationary O’Connell–Yor polymer15
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles15
Controlled measure-valued martingales: A viscosity solution approach15
Large deviation for uniform graphs with given degrees15
The multiplicative chaos of H=0 fractional Brownian fields14
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment14
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data14
The effective strength of selection in random environment14
Distributionally robust Gaussian process regression and Bayesian inverse problems14
Graphical models for infinite measures with applications to extremes13
Metastability in loss networks with dynamic alternative routing13
Large deviation local limit theorems and limits of biconditioned planar maps13
Dickman approximation of weighted sums of independent random variables in the Kolmogorov distance12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment12
Quasi-critical fluctuations for 2D directed polymers12
Shock fluctuations in TASEP under a variety of time scalings12
Weighted signature kernels12
The scaling limit of a critical random directed graph11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium11
A dynamic analytic method for risk-aware controlled martingale problems11
Universality of approximate message passing algorithms and tensor networks11
The TAP free energy for high-dimensional linear regression11
Metastability for expanding bubbles on a sticky substrate11
The relative frequency between two continuous-state branching processes with immigration and their genealogy10
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions10
Limits of open ASEP stationary measures near a boundary10
Gibbs posterior convergence and the thermodynamic formalism10
A potential-based construction of the increasing supermartingale coupling10
Graphon mean field systems10
Asymptotically linear iterated function systems on the real line10
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds10
Population dynamics under demographic and environmental stochasticity10
Diffusion approximations for self-excited systems with applications to general branching processes9
An optimal transport problem with backward martingale constraints motivated by insider trading9
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”9
Dynamical models for random simplicial complexes9
On the difference between entropic cost and the optimal transport cost9
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs9
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems9
Extremal statistics of quadratic forms of GOE/GUE eigenvectors9
Long-term balanced allocation via thinning8
Card guessing and the birthday problem for sampling without replacement8
Multitype Λ-coalescents8
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property8
Disagreement coupling of Gibbs processes with an application to Poisson approximation8
Differentiability of quadratic forward-backward SDEs with rough drift8
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise8
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles8
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation8
On Loewner chains driven by semimartingales and complex Bessel-type SDEs8
Multilevel path branching for digital options8
Parking on the integers8
Quantitative uniform stability of the iterative proportional fitting procedure8
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings7
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems7
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals7
Quantitative two-scale stabilization on the Poisson space7
The bi-dimensional Directed IDLA forest7
Mertens conjectures in absorbing games with incomplete information7
Control on Hilbert spaces and application to some mean field type control problems7
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods7
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents7
Fluctuations in mean-field Ising models7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise7
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems7
Generalized Wasserstein barycenters between probability measures living on different subspaces7
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time7
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence7
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics6
Tracy–Widom at each edge of real covariance and MANOVA estimators6
The trunks of CLE(4) explorations6
Weak error estimates for rough volatility models6
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment6
On the valleys of the stochastic heat equation6
The global and local limit of the continuous-time Mallows process6
When random tensors meet random matrices6
Are American options European after all?6
Fluctuations of the 2-spin SSK model with magnetic field6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
Computational methods for adapted optimal transport6
Reinforced Galton–Watson processes II: Large time behaviors6
Sharp convergence rates for empirical optimal transport with smooth costs6
Energy correlations in the critical Ising model on a torus6
Testing correlation of unlabeled random graphs6
Optimal cleaning for singular values of cross-covariance matrices6
Ergodicity of the underdamped mean-field Langevin dynamics6
Toward a mathematical theory of trajectory inference6
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
Long random matrices and tensor unfolding6
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning6
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains5
The Berry–Esseen theorem for circular β-ensemble5
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer5
Fast and memory-optimal dimension reduction using Kac’s walk5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
Mixing times for the simple exclusion process with open boundaries5
General selection models: Bernstein duality and minimal ancestral structures5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
Independence property of the Busemann function in exactly solvable KPZ models5
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters5
Shadows and barriers5
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)5
Cramér-type moderate deviations under local dependence5
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics5
Quantifying a convergence theorem of Gyöngy and Krylov5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
On the spectrum of dense random geometric graphs5
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions5
The stochastic Airy operator at large temperature5
Stability of martingale optimal transport and weak optimal transport5
Adapted topologies and higher rank signatures5
Low-temperature Ising dynamics with random initializations5
The critical disordered pinning measure5
Phase transition for percolation on a randomly stretched square lattice5
First-order behavior of the time constant in Bernoulli first-passage percolation5
Stochastic fixed-point equation and local dependence measure4
Deviation matrix in denumerable Markov processes: Characterisation, rank-one perturbation and restart4
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators4
Quantitative CLT for linear eigenvalue statistics of Wigner matrices4
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks4
The modified MSA, a gradient flow and convergence4
Continuity of the martingale optimal transport problem on the real line4
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations4
Entropy decay in the Swendsen–Wang dynamics on Zd4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
Capacity of the range of tree-indexed random walk4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients4
Maximum likelihood thresholds via graph rigidity4
Two-dimensional supercritical growth dynamics with one-dimensional nucleation4
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees4
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls4
Mixing time for the asymmetric simple exclusion process in a random environment4
Finite dimensional projections of HJB equations in the Wasserstein space4
The roughness exponent and its model-free estimation4
Correction terms for the height of weighted recursive trees4
Stability of the weak martingale optimal transport problem4
Convergence of space-discretised gKPZ via regularity structures4
Portfolio liquidation under factor uncertainty4
Corrections: On the capacity functional of the infinite cluster of a Boolean model4
Linear-time uniform generation of random sparse contingency tables with specified marginals4
Exponential asymptotics for p-multiple self-intersection local time of 1-d diffusion process4
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel4
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets4
Volterra square-root process: Stationarity and regularity of the law4
Geometry of random Cayley graphs of Abelian groups4
Rankings in directed configuration models with heavy tailed in-degrees4
Uniform convergence of the Fleming–Viot process in a hard killing metastable case4
Closed-loop convergence for mean field games with common noise4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
Scaling limit of the homogenization commutator for Gaussian coefficient fields4
On a random model of forgetting3
On a stiff problem in two-dimensional space3
Rigidity of eigenvalues for β ensemble in multi-cut regime3
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices3
Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime3
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability3
General diffusion processes as limit of time-space Markov chains3
Long time dynamics for interacting oscillators on graphs3
On quasilinear parabolic systems and FBSDEs of quadratic growth3
Correlation detection in trees for planted graph alignment3
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension3
Extended L-ensembles: A new representation for determinantal point processes3
Optimal bounds in normal approximation for many interacting worlds3
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions3
Spectral alignment of stochastic gradient descent for high-dimensional classification tasks3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains3
The stochastic primitive equations with nonisothermal turbulent pressure3
Anomalous scaling regime for one-dimensional Mott variable-range hopping3
Coupling from the past for the null recurrent Markov chain3
Martingale transports and Monge maps3
Mean-field analysis for load balancing on spatial graphs3
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics3
Mapping hydrodynamics for the facilitated exclusion and zero-range processes3
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces3
On the number of cycles in commutators of random permutations3
The Stefan problem and free targets of optimal Brownian martingale transport3
Wasserstein convergence rates of increasingly concentrating probability measures3
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms3
Anomalous and total dissipation due to advection by solutions of randomly forced Navier–Stokes equations3
Quantum mean-field games3
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant3
Quasilinear rough evolution equations3
Large deviation principle for geometric and topological functionals and associated point processes3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Cutoff for random walk on random graphs with a community structure3
The critical Karp–Sipser core of random graphs3
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise3
Erratum: Diffusion models and steady-state approximations for exponentially ergodic Markovian queues3
Risk-sensitive credit portfolio optimization under partial information and contagion risk3
Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations3
Additive-multiplicative stochastic heat equations, stationary solutions, and Cauchy statistics3
Stability and statistical inference for semidiscrete optimal transport maps3
A new approach to Pólya urn schemes and its infinite color generalization3
The effective radius of self repelling elastic manifolds3
Solving McKean–Vlasov SDEs via relative entropy3
A classification of the dynamics of three-dimensional stochastic ecological systems3
Growth of stationary Hastings–Levitov3
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data3
Dynamic spatial matching3
Continuous time random matching3
The directed spanning forest in the hyperbolic space3
Multiparameter Bernoulli factories3
Stochastic partial differential equations arising in self-organized criticality3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system3
Coalescing and branching simple symmetric exclusion process2
An efficient algorithm for solving elliptic problems on percolation clusters2
Spectral gap of the symmetric inclusion process2
Functional convergence of sequential U-processes with size-dependent kernels2
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny2
Domain of attraction of the fixed points of Branching Brownian motion2
Transport dependency: Optimal transport based dependency measures2
Robust one-bit compressed sensing with partial circulant matrices2
Contiguity under high-dimensional Gaussianity with applications to covariance testing2
Convergence to the thermodynamic limit for random-field random surfaces2
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times2
Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model2
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias2
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations2
Stochastic processes with competing reinforcements2
Invariance principle and McKean–Vlasov limit for randomized load balancing in heavy traffic2
Dimension-free local convergence and perturbations for reflected Brownian motions2
Spectral telescope: Convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure2
Cutoff for rewiring dynamics on perfect matchings2
Optimal stopping with nonlinear expectation: Geometric and algorithmic solutions2
A growth-fragmentation-isolation process on random recursive trees and contact tracing2
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering2
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions2
0.093226909637451