Annals of Applied Probability

Article	Citations
Stochastic epidemic models with varying infectivity and waning immunity	35
The frog model on Galton–Watson trees	29
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point	27
A probability approximation framework: Markov process approach	24
From finite population optimal stopping to mean field optimal stopping	23
Lp optimal prediction of the last zero of a spectrally negative Lévy process	20
An entropic approach for Hamiltonian Monte Carlo: The idealized case	20
Open markets and hybrid Jacobi processes	18
Periodic words, common subsequences and frogs	18
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths	18
Central moments of the free energy of the stationary O’Connell–Yor polymer	18
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background	17
Mean-field reflected backward stochastic differential equations	17
On the limitations of single-step drift and minorization in Markov chain convergence analysis	17
Cylinders’ percolation: Decoupling and applications	16
Barycentric Brownian bees	16
Mean field games with common noise and degenerate idiosyncratic noise	16
Analysis of two-component Gibbs samplers using the theory of two projections	15
Controlled measure-valued martingales: A viscosity solution approach	15
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs	15
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles	14
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data	14
Large deviation local limit theorems and limits of biconditioned planar maps	14
Large deviation for uniform graphs with given degrees	14
Regenerative properties of the linear Hawkes process with unbounded memory	14

The multiplicative chaos of H=0 fractional Brownian fields	13
Distributionally robust Gaussian process regression and Bayesian inverse problems	13
The effective strength of selection in random environment	13
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment	13
Metastability in loss networks with dynamic alternative routing	12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment	12
Weighted signature kernels	12
Universality of approximate message passing algorithms and tensor networks	11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium	11
Shock fluctuations in TASEP under a variety of time scalings	11
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach	11
Metastability for expanding bubbles on a sticky substrate	11
A dynamic analytic method for risk-aware controlled martingale problems	10
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R	10
The scaling limit of a critical random directed graph	10
Convergence of metadynamics: Discussion of the adiabatic hypothesis	10
Gibbs posterior convergence and the thermodynamic formalism	9
Graphon mean field systems	9
Glivenko–Cantelli theorems for integrated functionals of stochastic processes	9
A potential-based construction of the increasing supermartingale coupling	9
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds	9
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions	9
Population dynamics under demographic and environmental stochasticity	9
Asymptotically linear iterated function systems on the real line	9
The relative frequency between two continuous-state branching processes with immigration and their genealogy	9
The TAP free energy for high-dimensional linear regression	9
Diffusion approximations for self-excited systems with applications to general branching processes	8
Reconstructing trees from traces	8
Extremal statistics of quadratic forms of GOE/GUE eigenvectors	8
An optimal transport problem with backward martingale constraints motivated by insider trading	8
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”	8
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems	8
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	7
Dynamical models for random simplicial complexes	7
Long-term balanced allocation via thinning	7
Differentiability of quadratic forward-backward SDEs with rough drift	7
Multitype Λ-coalescents	7
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise	7
On the difference between entropic cost and the optimal transport cost	7
On Loewner chains driven by semimartingales and complex Bessel-type SDEs	7
Multilevel path branching for digital options	7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	7
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs	7
Card guessing and the birthday problem for sampling without replacement	7
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles	7
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods	7
The trunks of CLE(4) explorations	6
Quantitative two-scale stabilization on the Poisson space	6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	6
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation	6

Entropy dissipation estimates for inhomogeneous zero-range processes	6
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems	6
Quantitative uniform stability of the iterative proportional fitting procedure	6
The bi-dimensional Directed IDLA forest	6
Control on Hilbert spaces and application to some mean field type control problems	6
Generalized Wasserstein barycenters between probability measures living on different subspaces	6
Fluctuations in mean-field Ising models	6
Testing correlation of unlabeled random graphs	6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence	6
Tracy–Widom at each edge of real covariance and MANOVA estimators	6
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property	6
Ergodicity of the underdamped mean-field Langevin dynamics	6
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals	6
Are American options European after all?	6
Optimal cleaning for singular values of cross-covariance matrices	6
Computational methods for adapted optimal transport	6
Mertens conjectures in absorbing games with incomplete information	6
Toward a mathematical theory of trajectory inference	6
Weak error estimates for rough volatility models	6
Parking on the integers	6
Disagreement coupling of Gibbs processes with an application to Poisson approximation	6
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents	6
High-dimensional scaling limits of piecewise deterministic sampling algorithms	5
Long random matrices and tensor unfolding	5
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics	5
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment	5
When random tensors meet random matrices	5
General selection models: Bernstein duality and minimal ancestral structures	5
Phase transition for percolation on a randomly stretched square lattice	5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph	5
Reinforced Galton–Watson processes II: Large time behaviors	5
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field	5
First-order behavior of the time constant in Bernoulli first-passage percolation	5
Energy correlations in the critical Ising model on a torus	5
Sharp convergence rates for empirical optimal transport with smooth costs	5
Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events	5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning	5
On the valleys of the stochastic heat equation	5
Quantifying a convergence theorem of Gyöngy and Krylov	5
Mixing times for the simple exclusion process with open boundaries	5
On the spectrum of dense random geometric graphs	4
Low-temperature Ising dynamics with random initializations	4
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics	4
High-dimensional central limit theorems by Stein’s method	4
Convergence of space-discretised gKPZ via regularity structures	4
The stochastic Airy operator at large temperature	4
Central limit theorems for SIR epidemics and percolation on configuration model random graphs	4
Stability of the weak martingale optimal transport problem	4
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)	4
Cramér-type moderate deviations under local dependence	4
Adapted topologies and higher rank signatures	4
Preferential attachment without vertex growth: Emergence of the giant component	4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing	4
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions	4
Shadows and barriers	4
Independence property of the Busemann function in exactly solvable KPZ models	4
Fast and memory-optimal dimension reduction using Kac’s walk	4
On the accept–reject mechanism for Metropolis–Hastings algorithms	4
Limit theory of combinatorial optimization for random geometric graphs	4
The fractal cylinder process: Existence and connectivity phase transitions	4
Closed-loop convergence for mean field games with common noise	4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters	4
The Berry–Esseen theorem for circular β-ensemble	4
Stability of martingale optimal transport and weak optimal transport	4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning	3
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance	3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system	3
A classification of the dynamics of three-dimensional stochastic ecological systems	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise	3
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	3
Large deviation principle for geometric and topological functionals and associated point processes	3
Mixing time for the asymmetric simple exclusion process in a random environment	3
Optimal bounds in normal approximation for many interacting worlds	3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains	3
Volterra square-root process: Stationarity and regularity of the law	3
On a stiff problem in two-dimensional space	3

Portfolio liquidation under factor uncertainty	3
Capacity of the range of tree-indexed random walk	3
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls	3
A weak solution theory for stochastic Volterra equations of convolution type	3
Entropy decay in the Swendsen–Wang dynamics on Zd	3
Submodular mean field games: Existence and approximation of solutions	3
Wasserstein convergence rates of increasingly concentrating probability measures	3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension	3
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant	3
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients	3
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	3
Stochastic fixed-point equation and local dependence measure	3
The directed spanning forest in the hyperbolic space	3
First passage percolation with long-range correlations and applications to random Schrödinger operators	3
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel	3
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data	3
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks	3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary	3
Central limit theorems for combinatorial optimization problems on sparse Erdős–Rényi graphs	3
The modified MSA, a gradient flow and convergence	3
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability	3
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations	3
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets	3
Anomalous scaling regime for one-dimensional Mott variable-range hopping	3
Phase transition in random tensors with multiple independent spikes	3
The stochastic primitive equations with nonisothermal turbulent pressure	3
Martingale transports and Monge maps	3
The roughness exponent and its model-free estimation	3
Uniform convergence of the Fleming–Viot process in a hard killing metastable case	3
Maximum likelihood thresholds via graph rigidity	3
Quantitative CLT for linear eigenvalue statistics of Wigner matrices	3
Linear-time uniform generation of random sparse contingency tables with specified marginals	3
Geometry of random Cayley graphs of Abelian groups	3
Multiparameter Bernoulli factories	3
Correction terms for the height of weighted recursive trees	3
On quasilinear parabolic systems and FBSDEs of quadratic growth	3
Scaling limit of the homogenization commutator for Gaussian coefficient fields	3
Corrections: On the capacity functional of the infinite cluster of a Boolean model	3
Continuity of the martingale optimal transport problem on the real line	3
Rankings in directed configuration models with heavy tailed in-degrees	3
The critical Karp–Sipser core of random graphs	2
Pathwise large deviations for the pure jump k-nary interacting particle systems	2
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics	2
Coexistence in competing first passage percolation with conversion	2
Dynamical Gibbs variational principles for irreversible interacting particle systems with applications to attractor properties	2
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices	2
Diffusive limits of Lipschitz functionals of Poisson measures	2
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability	2
Erratum: Diffusion models and steady-state approximations for exponentially ergodic Markovian queues	2
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering	2
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples	2
Cutoff for a one-sided transposition shuffle	2
Sharp analysis on the joint distribution of the number of descents and inverse descents in a random permutation	2
Correlation detection in trees for planted graph alignment	2
A phase transition in Arrow’s theorem with three alternatives	2
Mapping hydrodynamics for the facilitated exclusion and zero-range processes	2
An impossibility result for phylogeny reconstruction from k-mer counts	2
Cutoff for random walk on random graphs with a community structure	2
Slow-fast systems with fractional environment and dynamics	2
Solving McKean–Vlasov SDEs via relative entropy	2
Approximation of fractional local times: Zero energy and derivatives	2
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms	2
On high-dimensional wavelet eigenanalysis	2
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	2
The Stefan problem and free targets of optimal Brownian martingale transport	2
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	2
Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime	2
Coupling from the past for the null recurrent Markov chain	2
Asymptotic behaviour of the noisy voter model density process	2
On eigenvalue distributions of large autocovariance matrices	2
On the number of cycles in commutators of random permutations	2
Structural results for the tree builder random walk	2
Growth of stationary Hastings–Levitov	2
On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment	2
Universality for Langevin-like spin glass dynamics	2
A spatial measure-valued model for chemical reaction networks in heterogeneous systems	2
Continuous time random matching	2
Hydrodynamic limit for the Kob–Andersen model	2
A new approach to Pólya urn schemes and its infinite color generalization	2
On a random model of forgetting	2
Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases	2
Risk-sensitive credit portfolio optimization under partial information and contagion risk	2
The microstructure of stochastic volatility models with self-exciting jump dynamics	2
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces	2
Optimal stopping with signatures	2
Long time dynamics for interacting oscillators on graphs	2
Rare event asymptotics for exploration processes for random graphs	2
Rigidity of eigenvalues for β ensemble in multi-cut regime	2
Cutoff phenomenon in nonlinear recombinations	2
Stability and statistical inference for semidiscrete optimal transport maps	2
Asymptotic expansions for high-frequency option data	2
General diffusion processes as limit of time-space Markov chains	2
On Monte-Carlo methods in convex stochastic optimization	2
Stochastic partial differential equations arising in self-organized criticality	2
Sequential importance sampling for estimating expectations over the space of perfect matchings	2