Annals of Applied Probability

Article	Citations
Stochastic fixed-point equation and local dependence measure	26
A characterization of martingale-equivalent mixed compound Poisson processes	22
Solidarity of Gibbs samplers: The spectral gap	22
Sample-path large deviation principle for a 2-D stochastic interacting vortex dynamics with singular kernel	22
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions	16
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	15
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems	15
Directed polymer for very heavy tailed random walks	15
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	14
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions	14
The size of t-cores and hook lengths of random cells in random partitions	14
A phase transition in the coming down from infinity of simple exchangeable fragmentation-coagulation processes	13
Stochastic differential games with random coefficients and stochastic Hamilton–Jacobi–Bellman–Isaacs equations	13
Parking on the integers	13
One-dependent colorings of the star graph	12
Long-term balanced allocation via thinning	12
Functional convergence of sequential U-processes with size-dependent kernels	12
Kyle–Back models with risk aversion and non-Gaussian beliefs	12
Eigenvector correlations in the complex Ginibre ensemble	11
Mertens conjectures in absorbing games with incomplete information	11
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs	11
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	11
A probability approximation framework: Markov process approach	10
From finite population optimal stopping to mean field optimal stopping	10
Stochastic processes with competing reinforcements	10

Asymptotic behaviour of the noisy voter model density process	10
SIR epidemics in populations with large sub-communities	10
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering	9
Differentiability of quadratic forward-backward SDEs with rough drift	9
A growth-fragmentation-isolation process on random recursive trees and contact tracing	9
Multilevel path branching for digital options	9
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel	9
Card guessing and the birthday problem for sampling without replacement	9
Approximation of stochastic integrals with jumps via weighted BMO approach	9
Quantitative CLT for linear eigenvalue statistics of Wigner matrices	8
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias	8
Large deviations of mean-field interacting particle systems in a fast varying environment	8
Central limit theorem for the antithetic multilevel Monte Carlo method	8
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles	8
Maximum likelihood thresholds via graph rigidity	7
Ratio convergence rates for Euclidean first-passage percolation: Applications to the graph infinity Laplacian	7
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field	7
Scaling properties of a moving polymer	7
Mixing time for the asymmetric simple exclusion process in a random environment	7
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations	7
The maximal degree in random recursive graphs with random weights	7
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	7
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets	7
Disagreement coupling of Gibbs processes with an application to Poisson approximation	7
Gaussian concentration bounds for stochastic chains of unbounded memory	7
Fast approximate simulation of finite long-range spin systems	7
Speed up Zig-Zag	7
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	7
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields	7
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation	6
Geometry of random Cayley graphs of Abelian groups	6
Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces	6
Approximation bounds for random neural networks and reservoir systems	6
Increasing paths in random temporal graphs	6
The frog model on Galton–Watson trees	6
Contiguity under high-dimensional Gaussianity with applications to covariance testing	6
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks	6
The maximum of branching Brownian motion in Rd	6
Quantitative uniform stability of the iterative proportional fitting procedure	6
An entropic approach for Hamiltonian Monte Carlo: The idealized case	6
Coalescing and branching simple symmetric exclusion process	6
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods	6
Continuity of the martingale optimal transport problem on the real line	6
Gibbs equilibrium fluctuations of point vortex dynamics	6
Entropy dissipation estimates for inhomogeneous zero-range processes	5
Hellinger and total variation distance in approximating Lévy driven SDEs	5
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling	5
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	5
On Loewner chains driven by semimartingales and complex Bessel-type SDEs	5
Constrained stochastic LQ control with regime switching and application to portfolio selection	5

Regularization of multiplicative SDEs through additive noise	5
Functional central limit theorems for Wigner matrices	5
PageRank’s behavior under degree correlations	5
On Cramér–von Mises statistic for the spectral distribution of random matrices	5
Control on Hilbert spaces and application to some mean field type control problems	5
Mean field games with branching	5
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point	5
Domain of attraction of the fixed points of Branching Brownian motion	5
Weak quantitative propagation of chaos via differential calculus on the space of measures	5
Robust one-bit compressed sensing with partial circulant matrices	5
(Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation	5
Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model	5
Submodular mean field games: Existence and approximation of solutions	5
A shape theorem for exploding sandpiles	5
Multitype Λ-coalescents	5
Convergence rate of the Euler–Maruyama scheme applied to diffusion processes with Lq−Lρ drift coefficient and additive noise	5
Random neural networks in the infinite width limit as Gaussian processes	5
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property	5
Computational methods for adapted optimal transport	4
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant	4
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths	4
“Regression anytime” with brute-force SVD truncation	4
A discrete complement of Lyapunov’s inequality and its information theoretic consequences	4
Neural network approximation and estimation of classifiers with classification boundary in a Barron class	4
A simple Fourier analytic proof of the AKT optimal matching theorem	4
The stochastic primitive equations with nonisothermal turbulent pressure	4
Periodic words, common subsequences and frogs	4
Interval fragmentations with choice: Equidistribution and the evolution of tagged fragments	4
A concentration of measure and random matrix approach to large-dimensional robust statistics	4
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents	4
Large-scale regularity in stochastic homogenization with divergence-free drift	4
Generalized Wasserstein barycenters between probability measures living on different subspaces	4
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs	4
On quasilinear parabolic systems and FBSDEs of quadratic growth	4
Weak error estimates for rough volatility models	4
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence	4
The bi-dimensional Directed IDLA forest	4
Are American options European after all?	4
Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions	4
Cutoff for rewiring dynamics on perfect matchings	4
Central moments of the free energy of the stationary O’Connell–Yor polymer	4
Ranking-based rich-get-richer processes	4
Optimal bounds in normal approximation for many interacting worlds	4
Unadjusted Hamiltonian MCMC with stratified Monte Carlo time integration	4
Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions	4
The directed spanning forest in the hyperbolic space	3
On the limitations of single-step drift and minorization in Markov chain convergence analysis	3
Toward a mathematical theory of trajectory inference	3
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times	3
Large deviations for the empirical measure of the zig-zag process	3
Cylinders’ percolation: Decoupling and applications	3
Optimal cleaning for singular values of cross-covariance matrices	3
Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment	3
An efficient algorithm for solving elliptic problems on percolation clusters	3
On the stability of positive semigroups	3
Lp optimal prediction of the last zero of a spectrally negative Lévy process	3
First passage percolation with long-range correlations and applications to random Schrödinger operators	3
Quantitative two-scale stabilization on the Poisson space	3
Ergodicity of the underdamped mean-field Langevin dynamics	3
Regeneration-enriched Markov processes with application to Monte Carlo	3
Spectral telescope: Convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure	3
Fluctuations in mean-field Ising models	3
Tracy–Widom at each edge of real covariance and MANOVA estimators	3
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	3
The trunks of CLE(4) explorations	3
Stationarity and ergodic properties for some observation-driven models in random environments	3
Typical structure of sparse exponential random graph models	3
Gambler’s ruin estimates on finite inner uniform domains	3
Clustering of large deviations in moving average processes: The short memory regime	3
Barycentric Brownian bees	3
Large deviation for uniform graphs with given degrees	3
Large deviation principle for geometric and topological functionals and associated point processes	3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains	3
Convergence to the thermodynamic limit for random-field random surfaces	3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary	3
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates	3
A coupling approach for the convergence to equilibrium for a collisionless gas	3
Spectral gap of the symmetric inclusion process	3
Chromosome painting: How recombination mixes ancestral colors	3
Quickest real-time detection of a Brownian coordinate drift	3

Asymptotic distribution of Bernoulli quadratic forms	3
Stochastic billiards with Markovian reflections in generalized parabolic domains	3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system	3
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background	3
Open markets and hybrid Jacobi processes	3
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models	3
Multiparameter Bernoulli factories	3
Mean-field reflected backward stochastic differential equations	3
Linear-time uniform generation of random sparse contingency tables with specified marginals	3
Estimating processes in adapted Wasserstein distance	3
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	3
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees	2
Mixing times for the simple exclusion process with open boundaries	2
Long random matrices and tensor unfolding	2
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation	2
Asymptotic analysis for extreme eigenvalues of principal minors of random matrices	2
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence	2
Testing correlation of unlabeled random graphs	2
Weak and strong error analysis for mean-field rank-based particle approximations of one-dimensional viscous scalar conservation laws	2
Large deviation local limit theorems and limits of biconditioned planar maps	2
Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process	2
On a rough perturbation of the Navier–Stokes system and its vorticity formulation	2
The expected Euler characteristic approximation to excursion probabilities of Gaussian vector fields	2
Absorbing time asymptotics in the oriented swap process	2
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces	2
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data	2
Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events	2
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals	2
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer	2
Analysis of two-component Gibbs samplers using the theory of two projections	2
Dimension-free local convergence and perturbations for reflected Brownian motions	2
Dimension results for the spectral measure of the circular β ensembles	2
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions	2
Large deviations for interacting diffusions with path-dependent McKean–Vlasov limit	2
Parallel server systems under an extended heavy traffic condition: A lower bound	2
Statistical inference for rough volatility: Central limit theorems	2
Supercritical spatial SIR epidemics: Spreading speed and herd immunity	2
Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	2
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability	2
On the valleys of the stochastic heat equation	2
Large-scale behaviour and hydrodynamic limit of beta coalescents	2
LDP for inhomogeneous U-statistics	2
Controlled measure-valued martingales: A viscosity solution approach	2
Mean field game of mutual holding	2
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles	2
Hidden regular variation for point processes and the single/multiple large point heuristic	2
Solving non-Markovian stochastic control problems driven by Wiener functionals	2
Martingale transports and Monge maps	2
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension	2
On a stiff problem in two-dimensional space	2
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance	2
Broadcasting on random recursive trees	2
Breaking a chain of interacting Brownian particles	2
Erratum to “Lower bounds for trace reconstruction”	2
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data	2
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations	2
Existence of gradient Gibbs measures on regular trees which are not translation invariant	2
Variance estimation in adaptive sequential Monte Carlo	2
Cauchy problem of stochastic kinetic equations	2
Optimal subgraph structures in scale-free configuration models	2
Survival and complete convergence for a branching annihilating random walk	2
Wasserstein convergence rates of increasingly concentrating probability measures	2
Asymptotic behaviour of the one-dimensional “rock–paper–scissors” cyclic cellular automaton	2
A classification of the dynamics of three-dimensional stochastic ecological systems	2
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph	2
Continuous-time weakly self-avoiding walk on Z has strictly monotone escape speed	2
Phase transition in random tensors with multiple independent spikes	2
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: Continuous dynamics	2
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field	2
Propagation of minimality in the supercooled Stefan problem	1
The effective radius of self repelling elastic manifolds	1
Antithetic multilevel sampling method for nonlinear functionals of measure	1
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise	1
Crossing probabilities of multiple Ising interfaces	1
Convergences of the rescaled Whittaker stochastic differential equations and independent sums	1
Quenched and averaged large deviations for random walks in random environments: The impact of disorder	1
Extended L-ensembles: A new representation for determinantal point processes	1
Arithmetic oscillations of the chemical distance in long-range percolation on Zd	1
Preferential attachment without vertex growth: Emergence of the giant component	1
Weighted signature kernels	1
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains	1
Convergence of persistence diagram in the sparse regime	1
A new approach to Pólya urn schemes and its infinite color generalization	1
Graphon-valued stochastic processes from population genetics	1
Adapted topologies and higher rank signatures	1
Cramér-type moderate deviations under local dependence	1
Distance evolutions in growing preferential attachment graphs	1
Convergence of a time-stepping scheme to the free boundary in the supercooled Stefan problem	1
Quantitative universality for the largest eigenvalue of sample covariance matrices	1
Local laws for multiplication of random matrices	1
Quantum mean-field games	1
Stability of martingale optimal transport and weak optimal transport	1
Surface area and volume of excursion sets observed on point cloud based polytopic tessellations	1
Large deviations for Markov jump processes in periodic and locally periodic environments	1
Universality of approximate message passing algorithms and tensor networks	1