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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.…