Annals of Applied Probability

Article	Citations
On the convergence of closed-loop Nash equilibria to the mean field game limit	43
Coupling and convergence for Hamiltonian Monte Carlo	39
Global $C^{1}$ regularity of the value function in optimal stopping problems	28
High-dimensional central limit theorems by Stein’s method	18
Stability of martingale optimal transport and weak optimal transport	16
Geometric ergodicity of the Bouncy Particle Sampler	16
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case	16
Nonasymptotic bounds for sampling algorithms without log-concavity	16
The coalescent structure of continuous-time Galton–Watson trees	15
Hamilton–Jacobi equations for finite-rank matrix inference	15
Coexistence of localized Gibbs measures and delocalized gradient Gibbs measures on trees	14
Zero-sum path-dependent stochastic differential games in weak formulation	14
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo	14
Stochastic methods for the neutron transport equation I: Linear semigroup asymptotics	13
Precise asymptotics: Robust stochastic volatility models	13
Pathwise McKean–Vlasov theory with additive noise	13
Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes	13
A classification of the dynamics of three-dimensional stochastic ecological systems	12
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems	12
Imaginary multiplicative chaos: Moments, regularity and connections to the Ising model	12
Stochastic methods for the neutron transport equation II: Almost sure growth	12
Mean-field Markov decision processes with common noise and open-loop controls	11
Indefinite stochastic linear-quadratic optimal control problems with random coefficients: Closed-loop representation of open-loop optimal controls	11
Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents	11
Nonparametric estimation for linear SPDEs from local measurements	11

Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes	11
On a rough perturbation of the Navier–Stokes system and its vorticity formulation	10
Long time dynamics for interacting oscillators on graphs	10
Applications of mesoscopic CLTs in random matrix theory	10
Statistical thresholds for tensor PCA	10
Asymptotic theory of sparse Bradley–Terry model	9
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates	9
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field	9
Discrepancy bounds for a class of negatively dependent random points including Latin hypercube samples	9
Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems	9
Weak quantitative propagation of chaos via differential calculus on the space of measures	9
Sensitivity analysis for rare events based on Rényi divergence	9
A weak solution theory for stochastic Volterra equations of convolution type	9
Square permutations are typically rectangular	9
Mixing time and cutoff for the weakly asymmetric simple exclusion process	9
Particles systems and numerical schemes for mean reflected stochastic differential equations	8
Estimating processes in adapted Wasserstein distance	8
Approximation bounds for random neural networks and reservoir systems	8
Functional limit theorems for non-Markovian epidemic models	8
On the limitations of single-step drift and minorization in Markov chain convergence analysis	8
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation	8
A simple Fourier analytic proof of the AKT optimal matching theorem	8
Thermalisation for small random perturbations of dynamical systems	7
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions	6
Graphon mean field systems	6
General selection models: Bernstein duality and minimal ancestral structures	6
Optimal real-time detection of a drifting Brownian coordinate	6
Submodular mean field games: Existence and approximation of solutions	6
Correlated randomly growing graphs	6
On the exit time from open sets of some semi-Markov processes	6
Mixing times for the simple exclusion process with open boundaries	6
Constrained stochastic LQ control with regime switching and application to portfolio selection	6
Portfolio liquidation under factor uncertainty	6
From the Bernoulli factory to a dice enterprise via perfect sampling of Markov chains	6
Regenerative properties of the linear Hawkes process with unbounded memory	6
Nearly optimal central limit theorem and bootstrap approximations in high dimensions	6
Semimartingales and shrinkage of filtration	5
Approximation of fractional local times: Zero energy and derivatives	5
Wasserstein-based methods for convergence complexity analysis of MCMC with applications	5
Regeneration-enriched Markov processes with application to Monte Carlo	5
Large deviations for the empirical measure of the zig-zag process	5
Markov selection for the stochastic compressible Navier–Stokes system	5
Local weak convergence for sparse networks of interacting processes	5
Conservative stochastic two-dimensional Cahn–Hilliard equation	5
High-dimensional limits of eigenvalue distributions for general Wishart process	5
Sample path large deviations for Lévy processes and random walks with Weibull increments	5
Stochastic analysis of emergence of evolutionary cyclic behavior in population dynamics with transfer	5
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models	5
A second order analysis of McKean–Vlasov semigroups	5
Computing the partition function of the Sherrington–Kirkpatrick model is hard on average	5

Slow-fast systems with fractional environment and dynamics	5
Global-in-time mean-field convergence for singular Riesz-type diffusive flows	5
Well-posedness and tamed schemes for McKean–Vlasov equations with common noise	5
Broadcasting on random recursive trees	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
PageRank’s behavior under degree correlations	5
Root finding algorithms and persistence of Jordan centrality in growing random trees	5
Optimal corrector estimates on percolation cluster	4
Testing correlation of unlabeled random graphs	4
Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: Continuous dynamics	4
The symmetric coalescent and Wright–Fisher models with bottlenecks	4
Absence of WARM percolation in the very strong reinforcement regime	4
Scaling limit of the homogenization commutator for Gaussian coefficient fields	4
Point process convergence for the off-diagonal entries of sample covariance matrices	4
PageRank asymptotics on directed preferential attachment networks	4
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise	4
Propagation of minimality in the supercooled Stefan problem	4
Robust one-bit compressed sensing with partial circulant matrices	4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains	4
Variance estimation in adaptive sequential Monte Carlo	4
Optimal subgraph structures in scale-free configuration models	4
Fluctuations in mean-field Ising models	4
Correction terms for the height of weighted recursive trees	4
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms	4
Optimal stopping with signatures	4
Local geometry of the rough-smooth interface in the two-periodic Aztec diamond	4
On first order mean field game systems with a common noise	4
Bulk eigenvalue fluctuations of sparse random matrices	4
Preferential attachment without vertex growth: Emergence of the giant component	4
Modified log-Sobolev inequalities for strong-Rayleigh measures	4
Statistical inference for Bures–Wasserstein barycenters	4
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes	4
Quantitative two-scale stabilization on the Poisson space	4
An optimal transport problem with backward martingale constraints motivated by insider trading	4
GUE×GUE limit law at hard shocks in ASEP	4
Conditional independence in max-linear Bayesian networks	4
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds	4
Functional large deviations for Cox processes and $\mathit{Cox}/G/\infty$ queues, with a biological application	4
Periodicity induced by noise and interaction in the kinetic mean-field FitzHugh–Nagumo model	4
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions	4
Palm theory, random measures and Stein couplings	4
The random connection model and functions of edge-marked Poisson processes: Second order properties and normal approximation	4
Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations	3
Closed-loop convergence for mean field games with common noise	3
Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier	3
The interchange process on high-dimensional products	3
Modelling information flows by Meyer-$\sigma $-fields in the singular stochastic control problem of irreversible investment	3
Adapted topologies and higher rank signatures	3
On the asymptotic optimality of the comb strategy for prediction with expert advice	3
Exact formulas for two interacting particles and applications in particle systems with duality	3
A new McKean–Vlasov stochastic interpretation of the parabolic-parabolic Keller–Segel model: The two-dimensional case	3
Continuum models of directed polymers on disordered diamond fractals in the critical case	3
Utility maximization via decoupling fields	3
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension	3
Conditional optimal stopping: A time-inconsistent optimization	3
Large deviation for uniform graphs with given degrees	3
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R	3
Gambler’s ruin estimates on finite inner uniform domains	3
Chromosome painting: How recombination mixes ancestral colors	3
Mean-field games of finite-fuel capacity expansion with singular controls	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
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	3
Extended L-ensembles: A new representation for determinantal point processes	3
Regularization of multiplicative SDEs through additive noise	3
Antithetic multilevel sampling method for nonlinear functionals of measure	3
On the value of non-Markovian Dynkin games with partial and asymmetric information	3
Cutoff for the square plaquette model on a critical length scale	3
Quantum mean-field games	3
Homogeneous mappings of regularly varying vectors	3
Counterexamples for optimal scaling of Metropolis–Hastings chains with rough target densities	3
Optimal Cheeger cuts and bisections of random geometric graphs	3
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence	3
Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases	3
Multiparameter Bernoulli factories	3
Barycentric Brownian bees	3
Algorithmic obstructions in the random number partitioning problem	3
Entropy dissipation estimates for inhomogeneous zero-range processes	3
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning	3

Cramér-type moderate deviation theorems for nonnormal approximation	3
Polluted bootstrap percolation in three dimensions	3
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees	3
Berry–Esseen bounds for Chernoff-type nonstandard asymptotics in isotonic regression	3
The maximum of branching Brownian motion in Rd	3
Graphon-valued stochastic processes from population genetics	3
Hamilton–Jacobi equations for nonsymmetric matrix inference	3
Mean field games of controls: On the convergence of Nash equilibria	3
The planted matching problem: Phase transitions and exact results	3
Dynamical models for random simplicial complexes	3
Growth of stationary Hastings–Levitov	3
On Monte-Carlo methods in convex stochastic optimization	3
Mean-field reflected backward stochastic differential equations	3
On the generating function of the Pearcey process	3
How fragile are information cascades?	3
Edgeworth expansion for Euler approximation of continuous diffusion processes	3
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions	3