On a limit relation between order statistics and records (Q1575994)

Let \(X_1,X_2,\dots\) be i.i.d. random variables with continuous distribution function \(F\) and\break \(X_{1,n}, \dots, X_{n,n}\) the corresponding order statistics. Record times \(L(k)\) of \(\{X_n\}\) are defined by \(L(1)=1\), \(L(k+1)= \min\{j> L(k):X_j> X_{L(k)}\}\), and record values by \(X(k) =X_{L(k)}\). The following result is proved: Suppose there exist sequences \(\{a_n\}\) and \(\{b_n\}\) such that \((X_{1,n}- a_n)/b_n @>D>>Y\). Let \(\{Y_n\}\) be a sequence of independent copies of \(Y\). Then for each fixed \(r=1,2,\dots\) the sequence \((X_{1,n} -a_n,\dots,X_{r,n}-a_n)/b_n\) converges in distribution to \((Y(1), \dots, Y(r))\), where \(Y(k)\), \(k=1, \dots,r\), are record values of \(\{Y_n\}\).