On a loss of memory property of the maximum (Q1263873)

Let \((\xi_ j)\) be a strictly stationary sequence of random variables and \((u_ n)\) a sequence of constants. Suppose that \((\xi_ j)\) fulfills the mixing condition \(D(u_ n)\) of \textit{M. R. Leadbetter} [Z. Wahrscheinlichkeitstheorie verw. Gebiete 28, 289-303 (1974; Zbl 0273.60011)]. For some sequence \((r_ n)\) tending to infinity there is shown that the conditional probability \(P(\xi_{q+1}\leq u_ n|\) \(M_ q\leq u_ n)\), where \(M_ q:=\max \{\xi_ 1,...,\xi_ q\}\), is asymptotically the same for all q exceeding \(r_ n\).