Stochastic generator of trajectories from record data: application to the fluctuations of a glacier's frontal position from a sample of moraines

The record values theory study elements of a time series that exceed all previous observations, which are of particular interest in fields such as sports or climate science. In this paper, we propose a statistical method based on the construction of a Brownian stochastic simulator to reconstruct entire time series solely from such record values, even in a non-stationary case. We then implement…