ON THE FRACTIONAL RECORD VALUES
Mariusz Bieniek
Dominik Szynal
Abstract: We define the record-values process which may be considered as the collection of
record values with non-integer or fractional indices. The alternative construction
from the sample as well as the basic properties of the defined process are shown.
2000 AMS Mathematics Subject Classification: 62G30, 60G51, 60J25.
Key words and phrases: Record values, Stigler’s order statistics, gamma process,
Markov property.