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 2022-08-01 to 2026-08-01.)
ArticleCitations
The frog model on Galton–Watson trees54
Controlling moments with kernel Stein discrepancies45
Control of McKean–Vlasov SDEs with contagion through killing at a state-dependent intensity38
Stochastic heat equations driven by space-time G-white noise under sublinear expectation38
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point31
A probability approximation framework: Markov process approach29
An entropic approach for Hamiltonian Monte Carlo: The idealized case29
From finite population optimal stopping to mean field optimal stopping27
On the MCMC performance in Bernoulli group testing and the random max-set cover problem24
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths23
Cylinders’ percolation: Decoupling and applications23
Stochastic epidemic models with varying infectivity and waning immunity23
Mean-field reflected backward stochastic differential equations22
Analysis of two-component Gibbs samplers using the theory of two projections21
Mean field games with common noise and degenerate idiosyncratic noise21
Open markets and hybrid Jacobi processes19
General Markovian randomized equilibrium existence and construction in zero-sum Dynkin games for diffusions19
Lp optimal prediction of the last zero of a spectrally negative Lévy process18
Barycentric Brownian bees18
Weak Poincaré inequalities for Markov chains: Theory and applications17
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles17
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs17
Controlled measure-valued martingales: A viscosity solution approach16
Graphical models for infinite measures with applications to extremes15
The effective strength of selection in random environment15
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data15
Distributionally robust Gaussian process regression and Bayesian inverse problems15
Central moments of the free energy of the stationary O’Connell–Yor polymer15
Large deviation local limit theorems and limits of biconditioned planar maps14
A phase transition in sampling from restricted Boltzmann machines13
Mixed Markov-perfect equilibria in the continuous-time war of attrition13
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment13
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment13
Asymptotic expansion of the hard-to-soft edge transition13
Up-down ordered Chinese restaurant processes with two-sided immigration, emigration and diffusion limits12
Largest entries of high-dimensional sample covariance matrix under autoregressive structure: Asymptotic theory and phase transition12
Entropic conditional central limit theorem and Hadamard compression12
Time correlations in KPZ models with diffusive initial conditions12
Weighted signature kernels11
Quasi-critical fluctuations for 2D directed polymers11
Shock fluctuations in TASEP under a variety of time scalings11
Dickman approximation of weighted sums of independent random variables in the Kolmogorov distance11
Universality of approximate message passing algorithms and tensor networks11
The TAP free energy for high-dimensional linear regression10
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium10
The relative frequency between two continuous-state branching processes with immigration and their genealogy10
A dynamic analytic method for risk-aware controlled martingale problems10
Asymptotically linear iterated function systems on the real line10
Uniqueness of the solution of the filtering equations in spaces of measures for general signal and observation processes10
Metastability for expanding bubbles on a sticky substrate10
The scaling limit of a critical random directed graph10
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”9
Graphon mean field systems9
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems9
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise9
On the difference between entropic cost and the optimal transport cost9
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions9
Population dynamics under demographic and environmental stochasticity9
Dynamical models for random simplicial complexes9
A potential-based construction of the increasing supermartingale coupling9
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds9
Extremal statistics of quadratic forms of GOE/GUE eigenvectors9
Berry–Esseen inequality for random walks conditioned to stay positive9
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs9
Limits of open ASEP stationary measures near a boundary8
On Loewner chains driven by semimartingales and complex Bessel-type SDEs8
Parking on the integers8
Characterizing the fourth-moment phenomenon of monochromatic subgraph counts via influences8
Estimation and inference for multivariate continuous-time autoregressive processes8
Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme8
Multitype Λ-coalescents8
Sampling inverse subordinators and subdiffusions8
Diffusion approximations for self-excited systems with applications to general branching processes8
The metric removability of interfaces in the directed landscape8
Long-term balanced allocation via thinning8
Generalized Wasserstein barycenters between probability measures living on different subspaces7
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods7
Disagreement coupling of Gibbs processes with an application to Poisson approximation7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise7
Quantitative uniform stability of the iterative proportional fitting procedure7
Control on Hilbert spaces and application to some mean field type control problems7
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings7
The bi-dimensional Directed IDLA forest7
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation7
Quantitative two-scale stabilization on the Poisson space7
Multilevel path branching for digital options7
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property7
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals7
Mertens conjectures in absorbing games with incomplete information7
Differentiability of quadratic forward-backward SDEs with rough drift7
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems7
Card guessing and the birthday problem for sampling without replacement7
Ergodicity of the underdamped mean-field Langevin dynamics6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence6
Fluctuations in mean-field Ising models6
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time6
First-order behavior of the time constant in Bernoulli first-passage percolation6
When random tensors meet random matrices6
On the valleys of the stochastic heat equation6
The trunks of CLE(4) explorations6
Optimal cleaning for singular values of cross-covariance matrices6
Weak error estimates for rough volatility models6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
Testing correlation of unlabeled random graphs6
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning6
The critical disordered pinning measure6
Computational methods for adapted optimal transport6
Existence and nonuniqueness of ergodic Leray–Hopf solutions to the stochastic power-law flows6
Tracy–Widom at each edge of real covariance and MANOVA estimators6
Fluctuations of the 2-spin SSK model with magnetic field6
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents6
Toward a mathematical theory of trajectory inference6
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics6
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
Energy correlations in the critical Ising model on a torus6
Shadows and barriers5
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics5
Reinforced Galton–Watson processes II: Large time behaviors5
Phase transition for percolation on a randomly stretched square lattice5
Sharp convergence rates for empirical optimal transport with smooth costs5
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)5
Independence property of the Busemann function in exactly solvable KPZ models5
Cramér-type moderate deviations under local dependence5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
The stochastic Airy operator at large temperature5
Quantifying a convergence theorem of Gyöngy and Krylov5
Mixing times for the simple exclusion process with open boundaries5
The global and local limit of the continuous-time Mallows process5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
Fast and memory-optimal dimension reduction using Kac’s walk5
A general partial Cramér’s condition for Edgeworth expansion of a function of sample means with applications5
Adapted topologies and higher rank signatures5
Consistency of MLE in partially observed diffusion models on a torus5
Low-temperature Ising dynamics with random initializations5
Long random matrices and tensor unfolding5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment5
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer5
Time-uniform self-normalized concentration for vector-valued processes5
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions5
Exponential asymptotics for p-multiple self-intersection local time of 1-d diffusion process4
Errata to “Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events”4
Stochastic fixed-point equation and local dependence measure4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
The modified MSA, a gradient flow and convergence4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
Condensation in scale-free geometric graphs with excess edges4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients4
Corrections: On the capacity functional of the infinite cluster of a Boolean model4
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators4
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls4
Linear-time uniform generation of random sparse contingency tables with specified marginals4
Rankings in directed configuration models with heavy tailed in-degrees4
Uniform convergence of the Fleming–Viot process in a hard killing metastable case4
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees4
Continuity of the martingale optimal transport problem on the real line4
On the spectral radius and the characteristic polynomial of a random matrix with independent elements and a variance profile4
Correction terms for the height of weighted recursive trees4
Mixing time for the asymmetric simple exclusion process in a random environment4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
Functional central limit theorem for the principal eigenvalue of dynamic Erdős–Rényi random graphs4
Convergence of space-discretised gKPZ via regularity structures4
A quantitative Robbins-Siegmund theorem4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
Deviation matrix in denumerable Markov processes: Characterisation, rank-one perturbation and restart4
Ergodic and mixing properties of the 2D Navier–Stokes equations with a degenerate multiplicative Gaussian noise4
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations4
Two-dimensional supercritical growth dynamics with one-dimensional nucleation4
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks4
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
Quantitative CLT for linear eigenvalue statistics of Wigner matrices4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters4
Geometry of random Cayley graphs of Abelian groups4
The Berry–Esseen theorem for circular β-ensemble4
Stability of the weak martingale optimal transport problem4
Asymptotics for first-passage percolation on logarithmic subgraphs of Z24
Finite dimensional projections of HJB equations in the Wasserstein space4
The roughness exponent and its model-free estimation4
A localisation phase transition for the catalytic branching random walk4
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains4
Closed-loop convergence for mean field games with common noise4
Volterra square-root process: Stationarity and regularity of the law4
Maximum likelihood thresholds via graph rigidity4
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions3
Stability and statistical inference for semidiscrete optimal transport maps3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system3
Mean-field analysis for load balancing on spatial graphs3
On quasilinear parabolic systems and FBSDEs of quadratic growth3
Strong approximation of Gaussian β ensemble characteristic polynomials: The hyperbolic regime3
Martingale transports and Monge maps3
The effective radius of self repelling elastic manifolds3
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant3
Dynamic spatial matching3
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise3
Stationary states for stable processes with partial resetting3
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices3
Mean field optimization problem regularized by Fisher information3
Two-dimensional delta-Bose gas: Skew-product relative motions3
Dynamical Gibbs variational principles for irreversible interacting particle systems with applications to attractor properties3
Risk-sensitive credit portfolio optimization under partial information and contagion risk3
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance3
Erratum: Diffusion models and steady-state approximations for exponentially ergodic Markovian queues3
Solving McKean–Vlasov SDEs via relative entropy3
Correlation detection in trees for planted graph alignment3
Stochastic partial differential equations arising in self-organized criticality3
On high-dimensional wavelet eigenanalysis3
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data3
Mapping hydrodynamics for the facilitated exclusion and zero-range processes3
On a stiff problem in two-dimensional space3
Extended L-ensembles: A new representation for determinantal point processes3
Multiparameter Bernoulli factories3
Anomalous scaling regime for one-dimensional Mott variable-range hopping3
The directed spanning forest in the hyperbolic space3
On the number of cycles in commutators of random permutations3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Wasserstein convergence rates of increasingly concentrating probability measures3
The microstructure of stochastic volatility models with self-exciting jump dynamics3
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces3
On a random model of forgetting3
Additive-multiplicative stochastic heat equations, stationary solutions, and Cauchy statistics3
The critical Karp–Sipser core of random graphs3
Rigidity of eigenvalues for β ensemble in multi-cut regime3
Growth of stationary Hastings–Levitov3
General diffusion processes as limit of time-space Markov chains3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension3
The Stefan problem and free targets of optimal Brownian martingale transport3
Large deviation principle for geometric and topological functionals and associated point processes3
Loewner theory for Bernstein functions II: Applications to inhomogeneous continuous-state branching processes3
Optimal bounds in normal approximation for many interacting worlds3
Quasilinear rough evolution equations3
The stochastic primitive equations with nonisothermal turbulent pressure3
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability3
Spectral alignment of stochastic gradient descent for high-dimensional classification tasks3
Continuous time random matching3
Cutoff for random walk on random graphs with a community structure3
Coexistence in competing first passage percolation with conversion3
Anomalous and total dissipation due to advection by solutions of randomly forced Navier–Stokes equations3
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics3
Coupling from the past for the null recurrent Markov chain3
Invariance principle and McKean–Vlasov limit for randomized load balancing in heavy traffic2
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations2
Diffusion limits in the quarter plane and nonsemimartingale reflected Brownian motion2
Convergence to the thermodynamic limit for random-field random surfaces2
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias2
A growth-fragmentation-isolation process on random recursive trees and contact tracing2
Optimal stopping with nonlinear expectation: Geometric and algorithmic solutions2
Coalescing and branching simple symmetric exclusion process2
Compound Poisson process approximation under β-mixing and stabilization2
Invariant Poisson processes of roads in the 3-regular tree2
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