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Put \\(S_ 0 = 0\\), \\(S_ n = Z_ 1 + \\cdots + Z_ n\\), \\(n \\geq 1\\), and \\(N(t) = \\# \\{n \\geq 0 \\mid S_ n \\leq t\\}\\). It is assumed that \\(Y_ i\\) is observed at time \\(S_ i\\), \\(i = 0,1,2, \\dots\\) The paper studies the process of record times of these observations. They form a thinning of the renewal process \\(N(t)\\), the observation at time \\(S_ n\\) being a record with probability \\(1/(n + 1)\\) independent of everything else. By definition \\(Y_ 0\\) at time \\(S_ 0 = 0\\) is a record. Let \\(H(t)\\) be the number of records observed in \\([0,t]\\) and let \\(a(n) = \\sum^ n_{i = 0} (n + 1)^{-1}\\) and \\(b(n) = \\sum^ n_{i = 0} n(n + 1)^{-2}\\) be the expectation and variance of the number of records in \\(Y_ 0, \\dots, Y_ n\\). Then \\(A_ 1(t) = a(N(t)) = E \\{H(t) \\mid N(t)\\}\\) and \\(B_ 1(t) = b(N(t)) = \\text{Var} \\{H(t) \\mid N(t)\\}\\).   Theorems: A central limit theorem for \\((B_ 1(t))^{-1/2} (H(t) - A_ 1 (t))\\) with non-constant convergence bound. Then a strong approximation theorem for \\(H(t) - A_ 1 (t)\\) by \\(W(B_ 1 (t))\\) where \\(W(t)\\) is a standard Wiener process, and a strong approximation theorem for \\(H(t) - \\log t\\) by \\(W (\\log t)\\). Corollaries are loglog laws and a.s. order estimates in the strong approximations. 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