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Annals of Applied Probability
H-index 24

Annals of Applied Probability

1050-5164

Published by: Institute of Mathematical Statistics

https://imstat.org/journals-and-publications/annals-of-applied-probability/

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 46 90 131 24

Additional Metrics

Number of Best Scientists*: 109
Documents by Best Scientists*: 143
Top 100 Ranked Scientists*: 2
SCIMAGO H-index: 93
SCIMAGO SJR: 1.574
Impact Factor: 1.8

Overview

Top Research Topics at Annals of Applied Probability?

The journal explores disciplines such as Combinatorics, Applied mathematics, Discrete mathematics, Mathematical analysis and Mathematical optimization. The journal addresses concerns in Combinatorics which are intertwined with other disciplines, such as Limit (mathematics), Distribution (mathematics), Random walk and Random variable. It explores issues in Applied mathematics which can be linked to other research areas like Convergence (routing), Central limit theorem, Markov chain and Estimator.

While Markov chain is the focus of it, it also provided insights into the studies of Markov process and Markov chain Monte Carlo. Annals of Applied Probability links adjacent topics like Mathematical analysis with Brownian motion. The journal facilitates discussions on Mathematical optimization that incorporate concepts from other fields like Queue and Queueing theory.

  • Combinatorics (25.54%)
  • Applied mathematics (21.47%)
  • Discrete mathematics (15.22%)

What are the most cited papers published in the journal?

  • Weak convergence and optimal scaling of random walk Metropolis algorithms (1279 citations)
  • The asymptotic elasticity of utility functions and optimal investment in incomplete markets (850 citations)
  • Geometric Bounds for Eigenvalues of Markov Chains (795 citations)

Research areas of the most cited articles at Annals of Applied Probability:

The most cited articles focus largely on the fields of Combinatorics, Applied mathematics, Mathematical optimization, Discrete mathematics and Mathematical analysis. While Combinatorics is the focus of the most cited papers, it also provides insights into the studies of Distribution (mathematics), Central limit theorem, Markov chain and Random variable. The studies on Discrete mathematics discussed at the most cited articles can also contribute to research in the domains of Random walk and Coupling (probability).

What topics the last edition of the journal is best known for?

  • Statistics
  • Mathematical analysis
  • Normal distribution

The previous edition focused in particular on these issues:

Annals of Applied Probability primarily tackles Applied mathematics, Combinatorics, Central limit theorem, Mathematical analysis and Pure mathematics. Stochastic differential equation is a major topic of Applied mathematics research presented in Annals of Applied Probability. The work on Combinatorics tackled in the journal brings together disciplines like Poisson point process and Coupling (probability).

While Annals of Applied Probability focused on Central limit theorem, it was also able to explore topics like Coupling from the past, Ergodicity, Dense graph, Combinatorial optimization and Stein's method. Mathematical analysis research is the primary subject tackled in it with a focus on Limit (mathematics). The study of Pure mathematics encompasses disciplines such as Poisson distribution, as well as fields such as Linear combination, Characterization (mathematics), Stationary distribution, Upper and lower bounds and Total variation, all of which overlap with one another.

The most cited articles from the last journal are:

  • High-dimensional central limit theorems by Stein’s method (8 citations)
  • Precise asymptotics: Robust stochastic volatility models (7 citations)
  • Nonparametric estimation for linear SPDEs from local measurements (7 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Annals of Applied Probability (based on the number of publications) are:

  • Rick Durrett (26 papers) absent at the last edition,
  • Gareth O. Roberts (20 papers) published 1 paper at the last edition,
  • Kavita Ramanan (15 papers) absent at the last edition,
  • Mathew D. Penrose (15 papers) absent at the last edition,
  • Gennady Samorodnitsky (15 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Annals of Applied Probability (based on the number of publications) are:

  • École Polytechnique (20 papers) published 3 papers at the last edition, 2 more than at the previous edition,
  • Institut Élie Cartan de Lorraine (18 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Centre de Recherches Mathématiques (18 papers) absent at the last edition,
  • University of Minnesota (16 papers) published 3 papers at the last edition,
  • Princeton University (15 papers) absent at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 1.67% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 20.34% were posted by at least one author from the top 10 institutions publishing in the journal. Another 15.25% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 23.73% of all publications and 40.68% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Top Publications

  • Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift

    Wei Fang;Michael B. Giles

    (2020)
    67 Citations
  • Hypocoercivity of piecewise deterministic Markov process-Monte Carlo

    Christophe Andrieu;Alain Durmus;Nikolas Nüsken;Julien Roussel

    (2021)
    55 Citations
  • Global $C^{1}$ regularity of the value function in optimal stopping problems

    T. De Angelis;G. Peskir

    (2020)
    52 Citations
  • Convergence analysis of machine learning algorithms for the numerical solution of mean field control and games: II—the finite horizon case

    (2022)
    48 Citations
  • Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems

    (2022)
    48 Citations
  • Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls

    Cong Wu;Jianfeng Zhang

    (2020)
    46 Citations
  • Global-in-time mean-field convergence for singular Riesz-type diffusive flows

    (2021)
    43 Citations
  • Geometric ergodicity of the Bouncy Particle Sampler

    Alain Durmus;Arnaud Guillin;Pierre Monmarché

    (2020)
    43 Citations
  • Large deviation principles for first-order scalar conservation laws with stochastic forcing

    Zhao Dong;Jiang-Lun Wu;Rangrang Zhang;Tusheng Zhang

    (2020)
    40 Citations
  • Lower bounds for trace reconstruction

    Nina Holden;Russell Lyons

    (2020)
    39 Citations

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