# Asymptotic laws for upper and strong record values in the extreme domain of attraction and beyond

## TL;DR

This paper develops new asymptotic laws for record values in the extreme value domain and beyond, using functional tail representations, with potential applications in distribution fitting.

## Contribution

It introduces a novel approach to derive asymptotic laws for record values directly from tail representations, extending beyond traditional extreme value domains.

## Key findings

- Asymptotic laws established for records in the extreme value domain.
- Results applicable to a broader class of distributions beyond the extreme value domain.
- Explicit laws provided for common distribution types.

## Abstract

Asymptotic laws of records values have usually been investigated as limits in type. In this paper, we use functional representations of the tail of cumulative distribution functions in the extreme value domain of attraction to directly establish asymptotic laws of records value, not necessarily as limits in type. Results beyond the extreme value value domain are provided. Explicit asymptotic laws concerning very usual laws are listed as well. Some of these laws are expected to be used in fitting distribution