Work

Sharp large deviation estimates for Gaussian extrema

Year: 2026

Type: article

Abstract: We establish a sharp large deviation principle for the maximum order statistic of i.i.d. standard normal random variables on the Borel subsets of the positive real line. This result yields more accurate tail approximations than the classical Gumbel limit.

Source: Statistics & Probability Letters

DOI: 10.1016/j.spl.2026.110732

Author: José M. Zapata

Institution: Universidad de Murcia

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,180

Funders: Fundación Séneca, Ministerio de Ciencia, Innovación y Universidades, European Regional Development Fund