Annals of Applied Probability

Papers
(The TQCC of Annals of Applied Probability is 4. 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 2021-10-01 to 2025-10-01.)
ArticleCitations
Stochastic epidemic models with varying infectivity and waning immunity40
The frog model on Galton–Watson trees29
Fluctuation bounds for continuous time branching processes and evolution of growing trees with a change point26
A probability approximation framework: Markov process approach25
From finite population optimal stopping to mean field optimal stopping22
An entropic approach for Hamiltonian Monte Carlo: The idealized case21
Central moments of the free energy of the stationary O’Connell–Yor polymer21
Lp optimal prediction of the last zero of a spectrally negative Lévy process21
Periodic words, common subsequences and frogs19
Mean-field reflected backward stochastic differential equations19
Quenched law of large numbers and quenched central limit theorem for multiplayer leagues with ergodic strengths19
Open markets and hybrid Jacobi processes18
Mean field games with common noise and degenerate idiosyncratic noise18
Extremal particles of two-dimensional Coulomb gases and random polynomials on a positive background18
Barycentric Brownian bees18
Cylinders’ percolation: Decoupling and applications18
Analysis of two-component Gibbs samplers using the theory of two projections17
Large deviation for uniform graphs with given degrees16
Metastable mixing of Markov chains: Efficiently sampling low temperature exponential random graphs16
Controlled measure-valued martingales: A viscosity solution approach16
Regenerative properties of the linear Hawkes process with unbounded memory15
The effective strength of selection in random environment15
Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data15
Large deviation local limit theorems and limits of biconditioned planar maps15
Explicit convergence bounds for Metropolis Markov chains: Isoperimetry, spectral gaps and profiles15
The multiplicative chaos of H=0 fractional Brownian fields14
Ergodic risk sensitive control of Markovian multiclass many-server queues with abandonment14
Distributionally robust Gaussian process regression and Bayesian inverse problems14
Universality of approximate message passing algorithms and tensor networks13
Weighted signature kernels13
Shock fluctuations in TASEP under a variety of time scalings13
Metastability in loss networks with dynamic alternative routing13
A Kesten–Stigum type theorem for a supercritical multitype branching process in a random environment13
Quasi-critical fluctuations for 2D directed polymers12
Metastability for expanding bubbles on a sticky substrate11
A dynamic analytic method for risk-aware controlled martingale problems11
The scaling limit of a critical random directed graph11
Erratum: Malliavin calculus approach to long exit times from an unstable equilibrium11
Exchangeable coalescents, ultrametric spaces, nested interval-partitions: A unifying approach11
Convergence of metadynamics: Discussion of the adiabatic hypothesis11
The relative frequency between two continuous-state branching processes with immigration and their genealogy10
Gibbs posterior convergence and the thermodynamic formalism10
Non-universal fluctuations of the empirical measure for isotropic stationary fields on S2×R10
The TAP free energy for high-dimensional linear regression10
Unadjusted Langevin algorithm with multiplicative noise: Total variation and Wasserstein bounds10
Asymptotically linear iterated function systems on the real line10
Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions10
A potential-based construction of the increasing supermartingale coupling9
Extremal statistics of quadratic forms of GOE/GUE eigenvectors9
Convergence of Dirichlet forms for MCMC optimal scaling with dependent target distributions on large graphs9
Reconstructing trees from traces9
Population dynamics under demographic and environmental stochasticity9
Scaling limit of moderately interacting particle systems with singular interaction and environmental noise9
Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”9
On the difference between entropic cost and the optimal transport cost9
The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems9
Graphon mean field systems9
Diffusion approximations for self-excited systems with applications to general branching processes9
An optimal transport problem with backward martingale constraints motivated by insider trading9
On Loewner chains driven by semimartingales and complex Bessel-type SDEs8
Multilevel path branching for digital options8
Disagreement coupling of Gibbs processes with an application to Poisson approximation8
Dynamical models for random simplicial complexes8
An equivalence principle for the spectrum of random inner-product kernel matrices with polynomial scalings8
Mertens conjectures in absorbing games with incomplete information8
Differentiability of quadratic forward-backward SDEs with rough drift8
Long-term balanced allocation via thinning8
The landscape of the planted clique problem: Dense subgraphs and the overlap gap property8
Asymptotic probability of energy increasing solutions to the homogeneous Boltzmann equation8
Card guessing and the birthday problem for sampling without replacement7
Full Γ-expansion of reversible Markov chains level two large deviations rate functionals7
Generalized Wasserstein barycenters between probability measures living on different subspaces7
Ergodicity of the underdamped mean-field Langevin dynamics7
A singular Toeplitz determinant and the discrete tacnode kernel for skew-Aztec rectangles7
Control on Hilbert spaces and application to some mean field type control problems7
New error bounds in multivariate normal approximations via exchangeable pairs with applications to Wishart matrices and fourth moment theorems7
Tracy–Widom at each edge of real covariance and MANOVA estimators7
The joint fluctuations of the lengths of the Beta(2−α,α)-coalescents7
The trunks of CLE(4) explorations7
Computer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systems7
Parking on the integers7
Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise7
The bi-dimensional Directed IDLA forest7
Are American options European after all?7
Λ-Wright–Fisher processes with general selection and opposing environmental effects: Fixation and coexistence7
Multitype Λ-coalescents7
Quantitative uniform stability of the iterative proportional fitting procedure7
Species tree estimation under joint modeling of coalescence and duplication: Sample complexity of quartet methods7
On the valleys of the stochastic heat equation6
When random tensors meet random matrices6
Fluctuations in mean-field Ising models6
Entropy dissipation estimates for inhomogeneous zero-range processes6
Quantitative two-scale stabilization on the Poisson space6
Computational methods for adapted optimal transport6
Combinatorics of ancestral lines for a Wright–Fisher diffusion with selection in a Lévy environment6
Sharp convergence rates for empirical optimal transport with smooth costs6
Toward a mathematical theory of trajectory inference6
Optimal cleaning for singular values of cross-covariance matrices6
Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case6
Generating Galton–Watson trees using random walks and percolation for the Gaussian free field6
First-order behavior of the time constant in Bernoulli first-passage percolation6
Testing correlation of unlabeled random graphs6
Weak error estimates for rough volatility models6
Irreversible consumption habit under ambiguity: Singular control and optimal G-stopping time6
The global and local limit of the continuous-time Mallows process5
The ODE method for asymptotic statistics in stochastic approximation and reinforcement learning5
Reinforced Galton–Watson processes II: Large time behaviors5
Mixing times for the simple exclusion process with open boundaries5
The fractal cylinder process: Existence and connectivity phase transitions5
Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)5
Many-server asymptotics for join-the-shortest-queue: Large deviations and rare events5
Energy correlations in the critical Ising model on a torus5
Probabilistic and analytical properties of the last passage percolation constant in a weighted random directed graph5
Phase transition for percolation on a randomly stretched square lattice5
On the spectrum of dense random geometric graphs5
On the accept–reject mechanism for Metropolis–Hastings algorithms5
Quantifying a convergence theorem of Gyöngy and Krylov5
Long random matrices and tensor unfolding5
Sampling from Potts on random graphs of unbounded degree via random-cluster dynamics5
High-dimensional scaling limits of piecewise deterministic sampling algorithms5
Cramér-type moderate deviations under local dependence5
Darwinian evolution as Brownian motion on the simplex: A geometric perspective on stochastic replicator dynamics5
General selection models: Bernstein duality and minimal ancestral structures5
Low-temperature Ising dynamics with random initializations5
The stochastic Airy operator at large temperature4
Volterra square-root process: Stationarity and regularity of the law4
Central limit theorems for SIR epidemics and percolation on configuration model random graphs4
Fast and memory-optimal dimension reduction using Kac’s walk4
Limit theory of combinatorial optimization for random geometric graphs4
On r-to-p norms of random matrices with nonnegative entries: Asymptotic normality and ℓ∞-bounds for the maximizer4
A unified approach to linear-quadratic-Gaussian mean-field team: Homogeneity, heterogeneity and quasi-exchangeability4
Radner equilibrium and systems of quadratic BSDEs with discontinuous generators4
Coupling by reflection for controlled diffusion processes: Turnpike property and large time behavior of Hamilton–Jacobi–Bellman equations4
Corrections: On the capacity functional of the infinite cluster of a Boolean model4
Large-dimensional central limit theorem with fourth-moment error bounds on convex sets and balls4
Stein’s method, Gaussian processes and Palm measures, with applications to queueing4
Convergence of space-discretised gKPZ via regularity structures4
Stability of the weak martingale optimal transport problem4
Capacity of the range of tree-indexed random walk4
A probabilistic approach to convex (ϕ)-entropy decay for Markov chains4
Independence property of the Busemann function in exactly solvable KPZ models4
Entropy decay in the Swendsen–Wang dynamics on Zd4
The roughness exponent and its model-free estimation4
Correction terms for the height of weighted recursive trees4
The modified MSA, a gradient flow and convergence4
Portfolio liquidation under factor uncertainty4
Rankings in directed configuration models with heavy tailed in-degrees4
Shadows and barriers4
Scaling limit of the homogenization commutator for Gaussian coefficient fields4
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters4
The Berry–Esseen theorem for circular β-ensemble4
Adapted topologies and higher rank signatures4
A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions4
Stability of martingale optimal transport and weak optimal transport4
Closed-loop convergence for mean field games with common noise4
Model-free mean-field reinforcement learning: Mean-field MDP and mean-field Q-learning4
A weak solution theory for stochastic Volterra equations of convolution type4
An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients4
Central limit theorem for bifurcating Markov chains under pointwise ergodic conditions4
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