3 papers
math.PR2026
Sharp large deviation estimates for heavy-tailed extrema
José M. Zapata
We establish sharp large deviation asymptotics for the maximum order statistic of independent and identically distributed heavy-tailed random variables, valid for all Borel subsets…
math.PR2025
Sharp large deviation estimates for Gaussian extrema
José M. Zapata
We establish sharp large-deviation asymptotic estimates for the maximum order statistic of i.i.d.\ standard normal random variables on all Borel subsets of the positive real line.…
math.ST2024
Maxitive functions with respect to general orders
M. Kupper, J. M. Zapata
In decision-making, maxitive functions are used for worst-case and best-case evaluations. Maxitivity gives rise to a rich structure that is well-studied in the context of the point…