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The main result of this paper is an exact asymptotic formula for the tail probability of the random variable \\(\\|X-\\mu \\|\\), where \\(\\|\\cdot \\|\\) stands for the Euclidean norm.   Moreover, this formula is used to establish two asymptotic results for the maximum deviation from the mean \\(M_n=\\max_{1\\leq i\\leq n} \\|X_i-\\mu \\|\\): (i) the weak convergence to the Gumbel distribution of the maximum \\(M_n\\) under positive affine transformations, (ii) the precise almost sure rate of growth of \\(M_n\\) as \\(n\\to \\infty\\). 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