Geodesic
Generating functions for $k$-th record times --- a martingale approach
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 9, Tome 184 (1990), pp. 208-214

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@article{ZNSL_1990_184_a17,
     author = {V. B. Nevzorov},
     title = {Generating functions for $k$-th record times --- a martingale approach},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {208--214},
     publisher = {mathdoc},
     volume = {184},
     year = {1990},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1990_184_a17/}
}
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V. B. Nevzorov. Generating functions for $k$-th record times --- a martingale approach. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 9, Tome 184 (1990), pp. 208-214. http://geodesic.mathdoc.fr/item/ZNSL_1990_184_a17/