Limiting distributions of differences and quotients of successive \(k\)-th upper and lower record values (Q2772047)

Let \( X_{1:n} \leq\dots\leq X_{n:n} \) denote the order statistics of a sample from iid rv's with df \( F \). Further, denote by \( Z^k_n \) and \( Y^k_n \) the \(k\)th lower and, respectively, upper record value. Given \( F \) is absolutely continuous and the hazard rate of \( F \) is differentiable, \textit{L. Gajek} [ibid. 5, 221-224 (1985; Zbl 0614.60020)] has shown that \( k(Y^k_{n+1} - Y^k_n) \) is weakly convergent for \( k \rightarrow \infty \) to an exponentially distributed rv. Following the method of Gajek, the authors investigate the limit behaviour of \( k(Z^k_n - Z^k_{n+1}) \) for \( k \rightarrow \infty \) and of \(n(Y^k_{n+1}/Y^k_n-1) \) and \( n(Z^k_n/Z^k_{n+1}- 1) \) for \( n \rightarrow \infty \). Some examples illustrate the main results.