
doi: 10.1007/bf02432363
Let \(Y=Y(0)\) and \(U(s,t)\), \(0\leq s
Extreme value theory; extremal stochastic processes, asymptotic process, Self-similar stochastic processes, \(d\)-dimensional extremal process, independent max-increment
Extreme value theory; extremal stochastic processes, asymptotic process, Self-similar stochastic processes, \(d\)-dimensional extremal process, independent max-increment
| selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | 8 | |
| popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Top 10% | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
