Looking for a data container with O(1) indexing and O(log(n)) insertion and deletion

I'm not sure if it's possible but it seems a little bit reasonable to me, I'm looking for a data structure which allows me to do these operations:

insert an item with O(log n)
remove an item with O(log n)
find/edit the k'th-smallest element in O(1), for arbitrary k (O(1) indexing)

of course editing won't result in any change in the order of elements. and what makes it somehow possible is I'm going to insert elements one by one in increasing order. So if for example I try inserting for the fifth time, I'm sure all four elements before this one are smaller than it and all the elements after this this are going to be larger.

I don't know if the requested time complexities are possible for such a data container. But here is a couple of approaches, which almost achieve these complexities.

First one is tiered vector with O(1) insertion and indexing, but O(sqrt N) deletion. Since you expect only about 10000 elements in this container and sqrt(10000)/log(10000) = 7, you get almost the required performance here. Tiered vector is implemented as an array of ring-buffers, so deleting an element requires moving all elements, following it in the ring-buffer, and moving one element from each of the following ring-buffers to the one, preceding it; indexing in this container means indexing in the array of ring-buffers and then indexing inside the ring-buffer.

It is possible to create a different container, very similar to tiered vector, having exactly the same complexities, but working a little bit faster because it is more cache-friendly. Allocate a N-element array to store the values. And allocate a sqrt(N)-element array to store index corrections (initialized with zeros). I'll show how it works on the example of 100-element container. To delete element with index 56, move elements 57..60 to positions 56..59, then in the array of index corrections add 1 to elements 6..9. To find 84-th element, look up eighth element in the array of index corrections (its value is 1), then add its value to the index (84+1=85), then take 85-th element from the main array. After about half of elements in main array are deleted, it is necessary to compact the whole container to attain contiguous storage. This gets only O(1) cumulative complexity. For real-time applications this operation may be performed in several smaller steps.

This approach may be extended to a Trie of depth M, taking O(M) time for indexing, O(M*N^1/M) time for deletion and O(1) time for insertion. Just allocate a N-element array to store the values, N^(M-1)/M, N^(M-2)/M, ..., N^1/M-element arrays to store index corrections. To delete element 2345, move 4 elements in main array, increase 5 elements in the largest "corrections" array, increase 6 elements in the next one and 7 elements in the last one. To get element 5678 from this container, add to 5678 all corrections in elements 5, 56, 567 and use the result to index the main array. Choosing different values for 'M', you can balance the complexity between indexing and deletion operations. For example, for N=65000 you can choose M=4; so indexing requires only 4 memory accesses and deletion updates 4*16=64 memory locations.

I wanted to point out first that if k is really a random number, then it might be worth considering that the problem might be completely different: asking for the k-th smallest element, with k uniformly at random in the range of the available elements is basically... picking an element at random. And it can be done much differently.

Here I'm assuming you actually need to select for some specific, if arbitrary, k.

Given your strong pre-condition that your elements are inserted in order, there is a simple solution:

Since your elements are given in order, just add them one by one to an array; that is you have some (infinite) table T, and a cursor c, initially c := 1, when adding an element, do T[c] := x and c := c+1.
When you want to access the k-th smallest element, just look at T[k].

The problem, of course, is that as you delete elements, you create gaps in the table, such that element T[k] might not be the k-th smallest, but the j-th smallest with j <= k, because some cells before k are empty.

It then is enough to keep track of the elements which you have deleted, to know how many have been deleted that are smaller than k. How do you do this in time at most O(log n)? By using a range tree or a similar type of data structure. A range tree is a structure that lets you add integers and then query for all integers in between X and Y. So, whenever you delete an item, simply add it to the range tree; and when you are looking for the k-th smallest element, make a query for all integers between 0 and k that have been deleted; say that delta have been deleted, then the k-th element would be in T[k+delta].

There are two slight catches, which require some fixing:

The range tree returns the range in time O(log n), but to count the number of elements in the range, you must walk through each element in the range and so this adds a time O(D) where D is the number of deleted items in the range; to get rid of this, you must modify the range tree structure so as to keep track, at each node, of the number of distinct elements in the subtree. Maintaining this count will only cost O(log n) which doesn't impact the overall complexity, and it's a fairly trivial modification to do.
In truth, making just one query will not work. Indeed, if you get delta deleted elements in range 1 to k, then you need to make sure that there are no elements deleted in range k+1 to k+delta, and so on. The full algorithm would be something along the line of what is below.

KthSmallest(T,k) := {
  a = 1;  b = k;  delta

  do {
    delta = deletedInRange(a, b)
    a = b + 1
    b = b + delta
  while( delta > 0 )

  return T[b]
}

The exact complexity of this operation depends on how exactly you make your deletions, but if your elements are deleted uniformly at random, then the number of iterations should be fairly small.

There is a Treelist (implementation for Java, with source code), which is O(lg n) for all three ops (insert, delete, index).

Actually, the accepted name for this data structure seems to be "order statistic tree". (Apart from indexing, it's also defined to support indexof(element) in O(lg n).)

By the way, O(1) is not considered much of an advantage over O(lg n). Such differences tend to be overwhelmed by the constant factor in practice. (Are you going to have 1e18 items in the data structure? If we set that as an upper bound, that's just equivalent to a constant factor of 60 or so.)

Look into heaps. Insert and removal should be O(log n) and peeking of the smallest element is O(1). Peeking or retrieval of the K'th element, however, will be O(log n) again.

EDITED: as amit stated, retrieval is more expensive than just peeking

This is probably not possible. However, you can make certain changes in balanced binary trees to get kth element in O(log n).