Limit points of sample maxima (Q913363)

Let \(X_ 1,X_ 2,..\). be i.i.d. r.v.'s with a continuous distribution function F and \(Y_ n=\max \{X_ 1,...,X_ n\}\), \(n\geq 1\). Suppose that F has a positive derivative \(F'(x)\) and set \[ f(x)=(1- F(x))/F'(x),\quad g(x)=((1-F(x))\log^+\log^+(1-F(x))^{-1})/F'(x), \] where \(\log^+x=\max \{\log x,1\}\). Let the sequence \(\{b_ n\), \(n\geq 1\}\) be defined by \(F(b_ n)=1-1/n\), and let \(C(\{X_ n\})\) denote the set of limit points of \(\{X_ n\), \(n\geq 1\}.\) Theorem 1. If \(\lim_{x\to \infty} g(x)/x=\gamma\), \(0\leq \gamma <\infty\), then \(C(\{Y_ n/b_ n\})=[1,e^{\gamma}]\) a.s. Theorem 2. Suppose that F is in \(C^ 2({\mathbb{R}})\). If \(\lim_{x\to \infty} g'(x)=0\), then \[ C(\{(Y_ n-b_ n)(f(b_ n)\log \log n)^{- 1}\})=[0,1]\quad a.s. \]