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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 24, Fasc. 1,
pages 27 - 46
 

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.

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