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Skip lists are data containers useful in storing value or key-value data in a fast but sorted manner. They can be thought of as what would happen if you smeared different parts of a liked list out over different hierarchical layers.

Skip lists are implemented in the Java API, and the ConcurrentSkipList class does an excellent job of describing skip list implementations: see Java/ConcurrentSkipList page for a guided tour through the source code of the ConcurentSkipList class.