This idea came to me some time ago, but I didn't find time enough to publish the description. Probably this technique was already designed by someone although I could not find anything similar looking in different source including Wikipedia. (Update: looks like Link Array is a natural descendant of Skip List invented by William Pugh)
The structure and search very simple. We have a linked list, but we organize it as an array so every item in this array keeps the pointer to the actual data (or data item itself) and the index of the next item in the sequence. Every new element of this structure is added at the end of array (let it have a new index ni) and the item prior to this in the sequence change its index to ni and our newly added element change its index to the index of the next element in the ordered sequence.