Let $X\sim\cal N(\mu,\Sigma)$ be an $n$-dimensional Gaussian vector. I would like to estimate $$P(X_1>\max_{k=2,\dots,n}X_k).$$
While no closed form solution exists (see e.g. MO question on Maximal component of a multivariate Gaussian distribution), can one nevertheless obtain nontrivial lower bounds in the case that $\mu_1>\max_{k=2,\dots,n} \mu_k$?