Sharp large deviation estimates for Gaussian extrema

DOI10.1016/J.SPL.2026.110732MaRDI QIDQ7249720zbMATH OpenFDO

Authors José Miguel Zapata

Publication date 19 May 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110732

zbMATH Keywords

Extreme value theoryGaussian maximaGumbel distributionLarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)

Cites work

• Expansions and Asymptotics for Statistics
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• Large deviations of bivariate Gaussian extrema
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• On Sharp Large Deviations for Sums of Random Vectors and Multidimensional Laplace Approximation
• Quantitative risk management. Concepts, techniques and tools
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(1)

• Sharp large deviation estimates for heavy-tailed extrema

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