Moving Gumbel cutoff in an inverse-power tail
ID: moving-gumbel-cutoff-in-an-inverse-power-tail
For fixed and , the factor is a translated Gumbel distribution cumulative function, with transition near . Integration by parts transforms the integral to an exponentially small boundary term plus . Expanding the latter against its finite logarithmic moments gives the displayed two terms because , with Euler's constant. The smooth cutoff shifts the first correction even though replacing it by a step gives the leading tail.
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