Convergence of tail sum for records (Q2463695)

Let \(R_n\) be a sequence of lower records of i.i.d. r.v.s on \((0,+\infty)\). The authors investigate the behavior of the tail sum of records \(T_n=\sum_{j=n}^\infty R_n\). It is shown that for some normalizing sequences \(a_n\) and \(b_n\) \((\log T_n+a_n)/b_n\) converges weakly to a nondegenerated r.v. which can have a standard normal CDF or a CDF \(N(-\alpha\log(-x))\) \((x<0)\), where \(N\) is the standard normal CDF.