Annals of Applied Probability

Article	Citations
On the convergence of closed-loop Nash equilibria to the mean field game limit	40
Coupling and convergence for Hamiltonian Monte Carlo	38
Global $C^{1}$ regularity of the value function in optimal stopping problems	28
Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift	26
Geometric ergodicity of the Bouncy Particle Sampler	16
High-dimensional central limit theorems by Stein’s method	16
Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls	15
Nonasymptotic bounds for sampling algorithms without log-concavity	15
Stability of martingale optimal transport and weak optimal transport	15
Lower bounds for trace reconstruction	14
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees	14
The coalescent structure of continuous-time Galton–Watson trees	14
Pathwise McKean–Vlasov theory with additive noise	13
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes	13
Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics	13
Precise asymptotics: Robust stochastic volatility models	13
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo	13
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	13
Hamilton–Jacobi equations for finite-rank matrix inference	13
Imaginary multiplicative chaos: Moments, regularity and connections to the Ising model	12
Stochastic methods for the neutron transport equation II: Almost sure growth	12
A classification of the dynamics of three-dimensional stochastic ecological systems	12
Zero-sum path-dependent stochastic differential games in weak formulation	12
Mean-field Markov decision processes with common noise and open-loop controls	11
Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes	11

New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	11
Applications of mesoscopic CLTs in random matrix theory	10
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls	10
Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	10
Statistical thresholds for tensor PCA	10
Long time dynamics for interacting oscillators on graphs	10
Nonparametric estimation for linear SPDEs from local measurements	10
On a rough perturbation of the Navier–Stokes system and its vorticity formulation	9
Mixing time and cutoff for the weakly asymmetric simple exclusion process	9
A weak solution theory for stochastic Volterra equations of convolution type	9
Square permutations are typically rectangular	9
Nonlinear large deviations: Beyond the hypercube	9
Asymptotic theory of sparse Bradley–Terry model	9
Sensitivity analysis for rare events based on Rényi divergence	9
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field	9
Functional limit theorems for non-Markovian epidemic models	8
Estimating processes in adapted Wasserstein distance	8
Bounds for the asymptotic distribution of the likelihood ratio	8
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples	8
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates	8
On the limitations of single-step drift and minorization in Markov chain convergence analysis	8
Particles systems and numerical schemes for mean reflected stochastic differential equations	8
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation	8
Approximation bounds for random neural networks and reservoir systems	8
Trading with small nonlinear price impact	7
A simple Fourier analytic proof of the AKT optimal matching theorem	7
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	7
Thermalisation for small random perturbations of dynamical systems	7
A lower bound on the queueing delay in resource constrained load balancing	6
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains	6
Regeneration-enriched Markov processes with application to Monte Carlo	6
Submodular mean field games: Existence and approximation of solutions	6
Portfolio liquidation under factor uncertainty	6
On the exit time from open sets of some semi-Markov processes	6
Optimal real-time detection of a drifting Brownian coordinate	6
Weak quantitative propagation of chaos via differential calculus on the space of measures	6
Graphon mean field systems	6
General selection models: Bernstein duality and minimal ancestral structures	6
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	6
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions	5
Wasserstein-based methods for convergence complexity analysis of MCMC with applications	5
Broadcasting on random recursive trees	5
A second order analysis of McKean–Vlasov semigroups	5
Markov selection for the stochastic compressible Navier–Stokes system	5
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average	5
Optimal position targeting via decoupling fields	5
Sample path large deviations for Lévy processes and random walks with Weibull increments	5
A coupling approach for the convergence to equilibrium for a collisionless gas	5
Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control	5
Constrained stochastic LQ control with regime switching and application to portfolio selection	5

Root finding algorithms and persistence of Jordan centrality in growing random trees	5
Slow-fast systems with fractional environment and dynamics	5
Approximation of fractional local times: Zero energy and derivatives	5
Regenerative properties of the linear Hawkes process with unbounded memory	5
Large deviations for the empirical measure of the zig-zag process	5
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models	5
PageRank’s behavior under degree correlations	5
Correlated randomly growing graphs	5
Absence of WARM percolation in the very strong reinforcement regime	4
GUE×GUE limit law at hard shocks in ASEP	4
Conditional independence in max-linear Bayesian networks	4
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms	4
Preferential attachment without vertex growth: Emergence of the giant component	4
Propagation of minimality in the supercooled Stefan problem	4
The random connection model and functions of edge-marked Poisson processes: Second order properties and normal approximation	4
Quantitative two-scale stabilization on the Poisson space	4
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	4
Bulk eigenvalue fluctuations of sparse random matrices	4
Robust one-bit compressed sensing with partial circulant matrices	4
Correction terms for the height of weighted recursive trees	4
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	4
High-dimensional limits of eigenvalue distributions for general Wishart process	4
Point process convergence for the off-diagonal entries of sample covariance matrices	4
PageRank asymptotics on directed preferential attachment networks	4
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh–Nagumo model	4
Statistical inference for Bures–Wasserstein barycenters	4
Optimal subgraph structures in scale-free configuration models	4
Testing correlation of unlabeled random graphs	4
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	4
An optimal transport problem with backward martingale constraints motivated by insider trading	4
Semimartingales and shrinkage of filtration	4
Scaling limit of the homogenization commutator for Gaussian coefficient fields	4
Local geometry of the rough-smooth interface in the two-periodic Aztec diamond	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Palm theory, random measures and Stein couplings	4
Optimal corrector estimates on percolation cluster	4
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer	4
Fluctuations in mean-field Ising models	4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions	4
Optimal investment and consumption with labor income in incomplete markets	4
Mean field games of controls: On the convergence of Nash equilibria	3
Growth of stationary Hastings–Levitov	3
Dynamical models for random simplicial complexes	3
Modified log-Sobolev inequalities for strong-Rayleigh measures	3
Optimal Cheeger cuts and bisections of random geometric graphs	3
Quantum mean-field games	3
Homogeneous mappings of regularly varying vectors	3
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension	3
How fragile are information cascades?	3
Algorithmic obstructions in the random number partitioning problem	3
Edgeworth expansion for Euler approximation of continuous diffusion processes	3
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	3
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling	3
Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions	3
Cramér-type moderate deviation theorems for nonnormal approximation	3
Extended L-ensembles: A new representation for determinantal point processes	3
On the asymptotic optimality of the comb strategy for prediction with expert advice	3
Modelling information flows by Meyer-$\sigma $-fields in the singular stochastic control problem of irreversible investment	3
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise	3
Exact formulas for two interacting particles and applications in particle systems with duality	3
Cutoff for the square plaquette model on a critical length scale	3
On Monte-Carlo methods in convex stochastic optimization	3
Variance estimation in adaptive sequential Monte Carlo	3
Utility maximization via decoupling fields	3
The planted matching problem: Phase transitions and exact results	3
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R	3
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence	3
Barycentric Brownian bees	3
Convergence in Wasserstein distance for empirical measures of semilinear SPDEs	3
Chromosome painting: How recombination mixes ancestral colors	3
Optimal stopping with signatures	3
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	3
Polluted bootstrap percolation in three dimensions	3
Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier	3
Berry–Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression	3
Antithetic multilevel sampling method for nonlinear functionals of measure	3
Functional large deviations for Cox processes and $\mathit{Cox}/G/\infty$ queues, with a biological application	3
The interchange process on high-dimensional products	3
Mixing times for the simple exclusion process with open boundaries	3
Continuum models of directed polymers on disordered diamond fractals in the critical case	3

The symmetric coalescent and Wright–Fisher models with bottlenecks	3
A new McKean–Vlasov stochastic interpretation of the parabolic-parabolic Keller–Segel model: The two-dimensional case	3
Conditional optimal stopping: A time-inconsistent optimization	3
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities	3
Multiparameter Bernoulli factories	3
On the generating function of the Pearcey process	3
Gambler’s ruin estimates on finite inner uniform domains	3
Mean-field games of finite-fuel capacity expansion with singular controls	3
Entropy dissipation estimates for inhomogeneous zero-range processes	3
Conservative stochastic two-dimensional Cahn–Hilliard equation	3
Regularization of multiplicative SDEs through additive noise	3
On first order mean field game systems with a common noise	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3
Adapted topologies and higher rank signatures	3
Graphon-valued stochastic processes from population genetics	3
Mean geometry for 2D random fields: Level perimeter and level total curvature integrals	3
Near equilibrium fluctuations for supermarket models with growing choices	2
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph	2
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions	2
Spatial growth processes with long range dispersion: Microscopics, mesoscopics and discrepancy in spread rate	2
Multiscale analysis for traveling-pulse solutions to the stochastic FitzHugh–Nagumo equations	2
Random permutations without macroscopic cycles	2
Fluctuations of the arctic curve in the tilings of the Aztec diamond on restricted domains	2
Central limit theorem for Gibbs measures on path spaces including long range and singular interactions and homogenization of the stochastic heat equation	2
Kinetically constrained models with random constraints	2
Entropy decay in the Swendsen–Wang dynamics on Zd	2
Card guessing and the birthday problem for sampling without replacement	2
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds	2
Functional central limit theorems for Wigner matrices	2
Correlation decay for hard spheres via Markov chains	2
Eigenvector correlations in the complex Ginibre ensemble	2
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach	2
Existence of gradient Gibbs measures on regular trees which are not translation invariant	2
On Bayesian consistency for flows observed through a passive scalar	2
A universality result for subcritical complex Gaussian multiplicative chaos	2
Reconstructing trees from traces	2
Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations	2
The phase structure of asymmetric ballistic annihilation	2
Mean-field reflected backward stochastic differential equations	2
Functional convergence of sequential U-processes with size-dependent kernels	2
Convex hulls of perturbed random point sets	2
Optimal cleaning for singular values of cross-covariance matrices	2
Closed-loop convergence for mean field games with common noise	2
Phase transition in random tensors with multiple independent spikes	2
Ergodic robust maximization of asymptotic growth	2
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: Continuous dynamics	2
Crossover times in bipartite networks with activity constraints and time-varying switching rates	2
Coalescing and branching simple symmetric exclusion process	2
Risk-sensitive control for a class of diffusions with jumps	2
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods	2
Understanding the dual formulation for the hedging of path-dependent options with price impact	2
Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime	2
Crossing probabilities of multiple Ising interfaces	2
High-dimensional scaling limits of piecewise deterministic sampling algorithms	2
Universality for Langevin-like spin glass dynamics	2
Local weak convergence for sparse networks of interacting processes	2
Pathwise stochastic control with applications to robust filtering	2
Asymptotic analysis for extreme eigenvalues of principal minors of random matrices	2
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs	2
Lines of descent in the deterministic mutation–selection model with pairwise interaction	2
Large deviation for uniform graphs with given degrees	2
A threshold for cutoff in two-community random graphs	2
Path dependent optimal transport and model calibration on exotic derivatives	2
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background	2
Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases	2
Central moments of the free energy of the stationary O’Connell–Yor polymer	2
Random conductance models with stable-like jumps: Quenched invariance principle	2
Stochastic fixed-point equation and local dependence measure	2
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning	2
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles	2
Spread of premalignant mutant clones and cancer initiation in multilayered tissue	2
Multitype Λ-coalescents	2
Fast and memory-optimal dimension reduction using Kac’s walk	2
A Berry–Esseen theorem for Pitman’s $\alpha $-diversity	2
Shock fluctuations in TASEP under a variety of time scalings	2
Quantifying a convergence theorem of Gyöngy and Krylov	2
Rarity of extremal edges in random surfaces and other theoretical applications of cluster algorithms	2
Corrigendum for “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”	2
Random walk on random walks: Low densities	1
Kyle–Back models with risk aversion and non-Gaussian beliefs	1
Disagreement coupling of Gibbs processes with an application to Poisson approximation	1
Speed up Zig-Zag	1
A characterization of martingale-equivalent mixed compound Poisson processes	1
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems	1
Interval fragmentations with choice: Equidistribution and the evolution of tagged fragments	1
The maximum of branching Brownian motion in Rd	1
Fast approximate simulation of finite long-range spin systems	1
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	1
Parking on the integers	1
The two-type Richardson model in the half-plane	1
On Cramér–von Mises statistic for the spectral distribution of random matrices	1
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point	1
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields	1
Gaussian concentration bounds for stochastic chains of unbounded memory	1
The size of t-cores and hook lengths of random cells in random partitions	1