Annals of Applied Probability

Papers
(The TQCC of Annals of Applied Probability is 3. 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 2021-04-01 to 2025-04-01.)
ArticleCitations
Stochastic fixed-point equation and local dependence measure26
Solidarity of Gibbs samplers: The spectral gap22
Sample-path large deviation principle for a 2-D stochastic interacting vortex dynamics with singular kernel22
A characterization of martingale-equivalent mixed compound Poisson processes22
Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions16
Directed polymer for very heavy tailed random walks15
Nearly optimal central limit theorem and bootstrap approximations in high dimensions15
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems15
The size of t-cores and hook lengths of random cells in random partitions14
Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation14
A two-parameter family of measure-valued diffusions with Poisson–Dirichlet stationary distributions14
Parking on the integers13
A phase transition in the coming down from infinity of simple exchangeable fragmentation-coagulation processes13
Stochastic differential games with random coefficients and stochastic Hamilton–Jacobi–Bellman–Isaacs equations13
Functional convergence of sequential U-processes with size-dependent kernels12
Kyle–Back models with risk aversion and non-Gaussian beliefs12
One-dependent colorings of the star graph12
Long-term balanced allocation via thinning12
Mertens conjectures in absorbing games with incomplete information11
Limits of multiplicative inhomogeneous random graphs and Lévy trees: The continuum graphs11
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems11
Eigenvector correlations in the complex Ginibre ensemble11
Stochastic processes with competing reinforcements10
Asymptotic behaviour of the noisy voter model density process10
SIR epidemics in populations with large sub-communities10
A probability approximation framework: Markov process approach10
From finite population optimal stopping to mean field optimal stopping10
A growth-fragmentation-isolation process on random recursive trees and contact tracing9
Multilevel path branching for digital options9
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel9
Card guessing and the birthday problem for sampling without replacement9
Approximation of stochastic integrals with jumps via weighted BMO approach9
Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering9
Differentiability of quadratic forward-backward SDEs with rough drift9
Central limit theorem for the antithetic multilevel Monte Carlo method8
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles8
Quantitative CLT for linear eigenvalue statistics of Wigner matrices8
Adaptive force biasing algorithms: New convergence results and tensor approximations of the bias8
Large deviations of mean-field interacting particle systems in a fast varying environment8
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators7
Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets7
Disagreement coupling of Gibbs processes with an application to Poisson approximation7
Gaussian concentration bounds for stochastic chains of unbounded memory7
Fast approximate simulation of finite long-range spin systems7
Speed up Zig-Zag7
The distributions under two species-tree models of the number of root ancestral configurations for matching gene trees and species trees7
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields7
Maximum likelihood thresholds via graph rigidity7
Ratio convergence rates for Euclidean first-passage percolation: Applications to the graph infinity Laplacian7
Global well-posedness of the 3D Navier–Stokes equations perturbed by a deterministic vector field7
Scaling properties of a moving polymer7
Mixing time for the asymmetric simple exclusion process in a random environment7
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations7
The maximal degree in random recursive graphs with random weights7
The frog model on Galton–Watson trees6
Contiguity under high-dimensional Gaussianity with applications to covariance testing6
Deformed semicircle law and concentration of nonlinear random matrices for ultra-wide neural networks6
The maximum of branching Brownian motion in Rd6
Quantitative uniform stability of the iterative proportional fitting procedure6
An entropic approach for Hamiltonian Monte Carlo: The idealized case6
Coalescing and branching simple symmetric exclusion process6
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods6
Continuity of the martingale optimal transport problem on the real line6
Gibbs equilibrium fluctuations of point vortex dynamics6
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation6
Geometry of random Cayley graphs of Abelian groups6
Limit distributions and sensitivity analysis for empirical entropic optimal transport on countable spaces6
Approximation bounds for random neural networks and reservoir systems6
Increasing paths in random temporal graphs6
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point5
Weak quantitative propagation of chaos via differential calculus on the space of measures5
Robust one-bit compressed sensing with partial circulant matrices5
Domain of attraction of the fixed points of Branching Brownian motion5
(Un-)bounded transition fronts for the parabolic Anderson model and the randomized F-KPP equation5
Dense multigraphon-valued stochastic processes and edge-changing dynamics in the configuration model5
Submodular mean field games: Existence and approximation of solutions5
Multitype Λ-coalescents5
Random neural networks in the infinite width limit as Gaussian processes5
A shape theorem for exploding sandpiles5
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property5
Convergence rate of the Euler–Maruyama scheme applied to diffusion processes with Lq−Lρ drift coefficient and additive noise5
Entropy dissipation estimates for inhomogeneous zero-range processes5
Hellinger and total variation distance in approximating Lévy driven SDEs5
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling5
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise5
Constrained stochastic LQ control with regime switching and application to portfolio selection5
Functional central limit theorems for Wigner matrices5
On Loewner chains driven by semimartingales and complex Bessel-type SDEs5
PageRank’s behavior under degree correlations5
Regularization of multiplicative SDEs through additive noise5
On Cramér–von Mises statistic for the spectral distribution of random matrices5
Control on Hilbert spaces and application to some mean field type control problems5
Mean field games with branching5
A concentration of measure and random matrix approach to large-dimensional robust statistics4
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents4
Large-scale regularity in stochastic homogenization with divergence-free drift4
Generalized Wasserstein barycenters between probability measures living on different subspaces4
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs4
On quasilinear parabolic systems and FBSDEs of quadratic growth4
Weak error estimates for rough volatility models4
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence4
The bi-dimensional Directed IDLA forest4
Are American options European after all?4
Asymptotic behavior of a critical fluid model for bandwidth sharing with general file size distributions4
Cutoff for rewiring dynamics on perfect matchings4
Central moments of the free energy of the stationary O’Connell–Yor polymer4
Ranking-based rich-get-richer processes4
Optimal bounds in normal approximation for many interacting worlds4
Unadjusted Hamiltonian MCMC with stratified Monte Carlo time integration4
Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions4
Computational methods for adapted optimal transport4
The mean-field zero-range process with unbounded monotone rates: Mixing time, cutoff, and Poincaré constant4
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths4
“Regression anytime” with brute-force SVD truncation4
A discrete complement of Lyapunov’s inequality and its information theoretic consequences4
Neural network approximation and estimation of classifiers with classification boundary in a Barron class4
A simple Fourier analytic proof of the AKT optimal matching theorem4
The stochastic primitive equations with nonisothermal turbulent pressure4
Periodic words, common subsequences and frogs4
Interval fragmentations with choice: Equidistribution and the evolution of tagged fragments4
Tracy–Widom at each edge of real covariance and MANOVA estimators3
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case3
The trunks of CLE(4) explorations3
Stationarity and ergodic properties for some observation-driven models in random environments3
Typical structure of sparse exponential random graph models3
Gambler’s ruin estimates on finite inner uniform domains3
Clustering of large deviations in moving average processes: The short memory regime3
Barycentric Brownian bees3
Large deviation for uniform graphs with given degrees3
Scaling limits of random walks, harmonic profiles, and stationary nonequilibrium states in Lipschitz domains3
Large deviation principle for geometric and topological functionals and associated point processes3
Convergence to the thermodynamic limit for random-field random surfaces3
Asymptotic behavior of the occupancy density for obliquely reflected Brownian motion in a half-plane and Martin boundary3
Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates3
A coupling approach for the convergence to equilibrium for a collisionless gas3
Spectral gap of the symmetric inclusion process3
Chromosome painting: How recombination mixes ancestral colors3
Quickest real-time detection of a Brownian coordinate drift3
Asymptotic distribution of Bernoulli quadratic forms3
Stochastic billiards with Markovian reflections in generalized parabolic domains3
Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa–Holm system3
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background3
Open markets and hybrid Jacobi processes3
Stein’s method for the Poisson–Dirichlet distribution and the Ewens sampling formula, with applications to Wright–Fisher models3
Multiparameter Bernoulli factories3
Linear-time uniform generation of random sparse contingency tables with specified marginals3
Mean-field reflected backward stochastic differential equations3
Estimating processes in adapted Wasserstein distance3
Derivation of coupled KPZ-Burgers equation from multi-species zero-range processes3
The directed spanning forest in the hyperbolic space3
On the limitations of single-step drift and minorization in Markov chain convergence analysis3
Toward a mathematical theory of trajectory inference3
Asymptotic optimality of the binomial-exhaustive policy for polling systems with large switchover times3
Large deviations for the empirical measure of the zig-zag process3
Cylinders’ percolation: Decoupling and applications3
Optimal cleaning for singular values of cross-covariance matrices3
Large population asymptotics for a multitype stochastic SIS epidemic model in randomly switching environment3
An efficient algorithm for solving elliptic problems on percolation clusters3
On the stability of positive semigroups3
First passage percolation with long-range correlations and applications to random Schrödinger operators3
Lp optimal prediction of the last zero of a spectrally negative Lévy process3
Ergodicity of the underdamped mean-field Langevin dynamics3
Quantitative two-scale stabilization on the Poisson space3
Regeneration-enriched Markov processes with application to Monte Carlo3
Spectral telescope: Convergence rate bounds for random-scan Gibbs samplers based on a hierarchical structure3
Fluctuations in mean-field Ising models3
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