Chain records is a new type of multidimensional record. We discuss how often the chain records occur when the background sampling is from the unit cube with uniform distribution (or, more generally, from an arbitrary continuous product distribution in d dimensions). Extensions are given for sampling from more general spaces with a self-similarity property.
"The Chain Records." Electron. J. Probab. 12 767 - 786, 2007. https://doi.org/10.1214/EJP.v12-410