Annals of Applied Probability

Article	Citations
Stochastic epidemic models with varying infectivity and waning immunity	38
The frog model on Galton–Watson trees	29
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point	25
A probability approximation framework: Markov process approach	23
An entropic approach for Hamiltonian Monte Carlo: The idealized case	21
From finite population optimal stopping to mean field optimal stopping	21
Periodic words, common subsequences and frogs	19
Central moments of the free energy of the stationary O’Connell–Yor polymer	19
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths	19
Lp optimal prediction of the last zero of a spectrally negative Lévy process	19
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles	18
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background	18
Barycentric Brownian bees	18
Mean-field reflected backward stochastic differential equations	18
Cylinders’ percolation: Decoupling and applications	17
Mean field games with common noise and degenerate idiosyncratic noise	17
Controlled measure-valued martingales: A viscosity solution approach	16
Analysis of two-component Gibbs samplers using the theory of two projections	16
Open markets and hybrid Jacobi processes	15
Large deviation for uniform graphs with given degrees	15
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs	15
Large deviation local limit theorems and limits of biconditioned planar maps	14
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data	14
Regenerative properties of the linear Hawkes process with unbounded memory	14
The effective strength of selection in random environment	14

Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment	13
Metastability in loss networks with dynamic alternative routing	13
The multiplicative chaos of H=0 fractional Brownian fields	13
Distributionally robust Gaussian process regression and Bayesian inverse problems	13
Weighted signature kernels	12
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment	12
Metastability for expanding bubbles on a sticky substrate	11
Universality of approximate message passing algorithms and tensor networks	11
Quasi-critical fluctuations for 2D directed polymers	11
Shock fluctuations in TASEP under a variety of time scalings	11
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach	11
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
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium	10
A dynamic analytic method for risk-aware controlled martingale problems	10
Gibbs posterior convergence and the thermodynamic formalism	9
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds	9
Asymptotically linear iterated function systems on the real line	9
The TAP free energy for high-dimensional linear regression	9
A potential-based construction of the increasing supermartingale coupling	9
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions	9
The relative frequency between two continuous-state branching processes with immigration and their genealogy	9
Graphon mean field systems	9
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems	8
Reconstructing trees from traces	8
Population dynamics under demographic and environmental stochasticity	8
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs	8
Extremal statistics of quadratic forms of GOE/GUE eigenvectors	8
Dynamical models for random simplicial complexes	8
Long-term balanced allocation via thinning	7
Multilevel path branching for digital options	7
Mertens conjectures in absorbing games with incomplete information	7
Control on Hilbert spaces and application to some mean field type control problems	7
Diffusion approximations for self-excited systems with applications to general branching processes	7
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”	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
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation	7
On Loewner chains driven by semimartingales and complex Bessel-type SDEs	7
An optimal transport problem with backward martingale constraints motivated by insider trading	7
Card guessing and the birthday problem for sampling without replacement	7
Differentiability of quadratic forward-backward SDEs with rough drift	7
Multitype Λ-coalescents	7
Disagreement coupling of Gibbs processes with an application to Poisson approximation	7
On the difference between entropic cost and the optimal transport cost	7
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise	7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	6
Tracy–Widom at each edge of real covariance and MANOVA estimators	6
Are American options European after all?	6

Quantitative two-scale stabilization on the Poisson space	6
Optimal cleaning for singular values of cross-covariance matrices	6
Weak error estimates for rough volatility models	6
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	6
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property	6
Quantitative uniform stability of the iterative proportional fitting procedure	6
Parking on the integers	6
The trunks of CLE(4) explorations	6
Fluctuations in mean-field Ising models	6
Computational methods for adapted optimal transport	6
Entropy dissipation estimates for inhomogeneous zero-range processes	6
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals	6
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents	6
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems	6
Generalized Wasserstein barycenters between probability measures living on different subspaces	6
Toward a mathematical theory of trajectory inference	6
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time	6
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence	6
Ergodicity of the underdamped mean-field Langevin dynamics	6
The bi-dimensional Directed IDLA forest	6
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings	6
Quantifying a convergence theorem of Gyöngy and Krylov	5
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics	5
General selection models: Bernstein duality and minimal ancestral structures	5
The global and local limit of the continuous-time Mallows process	5
Energy correlations in the critical Ising model on a torus	5
Sharp convergence rates for empirical optimal transport with smooth costs	5
First-order behavior of the time constant in Bernoulli first-passage percolation	5
Testing correlation of unlabeled random graphs	5
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field	5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning	5
Mixing times for the simple exclusion process with open boundaries	5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph	5
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment	5
On the valleys of the stochastic heat equation	5
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	5
When random tensors meet random matrices	5
Reinforced Galton–Watson processes II: Large time behaviors	5
Long random matrices and tensor unfolding	5
Central limit theorems for SIR epidemics and percolation on configuration model random graphs	4
Fast and memory-optimal dimension reduction using Kac’s walk	4
The fractal cylinder process: Existence and connectivity phase transitions	4
On the spectrum of dense random geometric graphs	4
On the accept–reject mechanism for Metropolis–Hastings algorithms	4
Limit theory of combinatorial optimization for random geometric graphs	4
Stability of martingale optimal transport and weak optimal transport	4
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions	4
Entropy decay in the Swendsen–Wang dynamics on Zd	4
Convergence of space-discretised gKPZ via regularity structures	4
Closed-loop convergence for mean field games with common noise	4
Shadows and barriers	4
Stability of the weak martingale optimal transport problem	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics	4
Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events	4
Phase transition for percolation on a randomly stretched square lattice	4
Low-temperature Ising dynamics with random initializations	4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	4
Adapted topologies and higher rank signatures	4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing	4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters	4
The Berry–Esseen theorem for circular β-ensemble	4
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer	4
Cramér-type moderate deviations under local dependence	4
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)	4
High-dimensional scaling limits of piecewise deterministic sampling algorithms	4
Independence property of the Busemann function in exactly solvable KPZ models	4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability	4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning	4
The stochastic Airy operator at large temperature	4
Portfolio liquidation under factor uncertainty	3
Large deviation principle for geometric and topological functionals and associated point processes	3
Capacity of the range of tree-indexed random walk	3
Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension	3
Corrections: On the capacity functional of the infinite cluster of a Boolean model	3
Scaling limit of the homogenization commutator for Gaussian coefficient fields	3
The roughness exponent and its model-free estimation	3
Solving McKean–Vlasov SDEs via relative entropy	3
Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics	3
Backward martingale transport and Fitzpatrick functions in pseudo-Euclidean spaces	3

Maximum likelihood thresholds via graph rigidity	3
Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel	3
Convergence rate to the Tracy–Widom laws for the largest eigenvalue of sample covariance matrices	3
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks	3
Multiparameter Bernoulli factories	3
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients	3
The directed spanning forest in the hyperbolic space	3
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations	3
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant	3
A weak solution theory for stochastic Volterra equations of convolution type	3
A classification of the dynamics of three-dimensional stochastic ecological systems	3
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls	3
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators	3
First passage percolation with long-range correlations and applications to random Schrödinger operators	3
Azadkia–Chatterjee’s correlation coefficient adapts to manifold data	3
Metastable Γ-expansion of finite state Markov chains level two large deviations rate functions	3
Risk-sensitive credit portfolio optimization under partial information and contagion risk	3
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability	3
Mixing time for the asymmetric simple exclusion process in a random environment	3
Wasserstein convergence rates of increasingly concentrating probability measures	3
Continuity of the martingale optimal transport problem on the real line	3
Submodular mean field games: Existence and approximation of solutions	3
Martingale transports and Monge maps	3
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets	3
On a stiff problem in two-dimensional space	3
The modified MSA, a gradient flow and convergence	3
Spectral alignment of stochastic gradient descent for high-dimensional classification tasks	3
Volterra square-root process: Stationarity and regularity of the law	3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system	3
Correction terms for the height of weighted recursive trees	3
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and nondegenerate noise	3
Rankings in directed configuration models with heavy tailed in-degrees	3
Linear-time uniform generation of random sparse contingency tables with specified marginals	3
On quasilinear parabolic systems and FBSDEs of quadratic growth	3
A new approach to Pólya urn schemes and its infinite color generalization	3
The Stefan problem and free targets of optimal Brownian martingale transport	3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains	3
Anomalous scaling regime for one-dimensional Mott variable-range hopping	3
Geometry of random Cayley graphs of Abelian groups	3
Uniform convergence of the Fleming–Viot process in a hard killing metastable case	3
Optimal bounds in normal approximation for many interacting worlds	3
Quantitative CLT for linear eigenvalue statistics of Wigner matrices	3
The stochastic primitive equations with nonisothermal turbulent pressure	3
Stochastic fixed-point equation and local dependence measure	3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary	3
On eigenvalue distributions of large autocovariance matrices	2
Contiguity under high-dimensional Gaussianity with applications to covariance testing	2
Quasilinear rough evolution equations	2
Uniform attachment with freezing	2
Additive-multiplicative stochastic heat equations, stationary solutions, and Cauchy statistics	2
Stochastic partial differential equations arising in self-organized criticality	2
Pathwise large deviations for the pure jump k-nary interacting particle systems	2
Growth of stationary Hastings–Levitov	2
An impossibility result for phylogeny reconstruction from k-mer counts	2
The critical Karp–Sipser core of random graphs	2
A phase transition in Arrow’s theorem with three alternatives	2
Diffusive limits of Lipschitz functionals of Poisson measures	2
Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases	2
Stochastic processes with competing reinforcements	2
Coalescing and branching simple symmetric exclusion process	2
Asymptotic behaviour of the noisy voter model density process	2
Cutoff phenomenon in nonlinear recombinations	2
Rare event asymptotics for exploration processes for random graphs	2
Asymptotic expansions for high-frequency option data	2
Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations	2
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	2
Long time dynamics for interacting oscillators on graphs	2
Quantum mean-field games	2
Sequential importance sampling for estimating expectations over the space of perfect matchings	2
Universality for Langevin-like spin glass dynamics	2
On Monte-Carlo methods in convex stochastic optimization	2
Optimal stopping with signatures	2
A spatial measure-valued model for chemical reaction networks in heterogeneous systems	2
Hydrodynamic limit for the Kob–Andersen model	2
Robust one-bit compressed sensing with partial circulant matrices	2
Functional convergence of sequential U-processes with size-dependent kernels	2
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias	2
Slow-fast systems with fractional environment and dynamics	2
Sharp analysis on the joint distribution of the number of descents and inverse descents in a random permutation	2
Mean-field analysis for load balancing on spatial graphs	2
Structural results for the tree builder random walk	2
Extended L-ensembles: A new representation for determinantal point processes	2
The microstructure of stochastic volatility models with self-exciting jump dynamics	2
On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms	2
Continuous time random matching	2
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	2
Cutoff for random walk on random graphs with a community structure	2
On a nonlinear SPDE derived from a hydrodynamic limit in a Sinai-type random environment	2
The effective radius of self repelling elastic manifolds	2
Approximation of fractional local times: Zero energy and derivatives	2
A shape theorem for exploding sandpiles	2
Domain of attraction of the fixed points of Branching Brownian motion	2
A growth-fragmentation-isolation process on random recursive trees and contact tracing	2