On independence of \(k\)-record processes: Ignatov's theorem revisited (Q1371008)

This paper presents a new proof of Ignatov's well-known result which states that the \(k\)-record processes \((Y_{k,1},Y_{k,2},\dots)\) derived from a sequence of i.i.d. random variables \((X_1,X_2,\dots)\) for \(k= 1,2,\dots\) constitute a sequence of independent and identically distributed processes. Here \(Y_{k,j}\) is the \(j\)th \(X_n\) with \(\sum^n_{i=1} I\{X_i\geq X_n\}= k\), where \(I\{\cdot\}\) denotes the indicator function. The author extends Ignatov's classical version by introducing of so-called generalized tiebreaking rules.