On record indices and record times (Q1890868)

It is by now a classical result in extreme value theory that for independent and identically distributed continuous random variables the record indices form a sequence of independent random variables, or that the record times form a Markov chain. The authors give general conditions when the just cited independence of the record indices remains to hold if the underlying sequence of random variables is assumed independent but not identically distributed, nor is the continuity of the underlying distributions assumed. The correlation structure of the record indices is further studied when the criterion leading to independence is not satisfied.