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PROBABILITY
AND
MATHEMATICAL STATISTICS
Vol. 24, Fasc. 1 (2004), pp. 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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