Sharp large deviation estimates for Gaussian extrema
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.
Publication Details
- Journal
- Statistics & Probability Letters
- Published
- 2026-03-24
- DOI
- https://doi.org/10.1016/j.spl.2026.110732
- Primary Topic
- Probability and Risk Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00