  In recent years there has been a surge of interest in the statistics of
record-breaking events in stochastic processes. Along with that, many new and
interesting applications of the theory of records were discovered and explored.
The record statistics of uncorrelated random variables sampled from
time-dependent distributions was studied extensively. The findings were applied
in various areas to model and explain record-breaking events in observational
data. Particularly interesting and fruitful was the study of record-breaking
temperatures and their connection with global warming, but also records in
sports, biology and some areas in physics were considered in the last years.
Similarly, researchers have recently started to understand the record
statistics of correlated processes such as random walks, which can be helpful
to model record events in financial time series. This review is an attempt to
summarize and evaluate the progress that was made in the field of record
statistics throughout the last years.
