Journal of innovative applied mathematics and computational sciences
Volume 2, Numéro 2, Pages 14-22
2022-09-10

Probability Tail For Linearly Negative Quadrant Dependent Random Variables Of Partial Sums And Application To Linear Model

Authors : Kaddour Zoubeyr . Belguerna Abderrahmane . Benaissa Samir .

Abstract

In this paper, we establish a new concentration inequality and complete convergence of weighted sums for arrays of rowwise linearly negative quadrant dependent (LNQD, in short) random variables and obtain a result dealing with complete convergence of first-order autoregressive processes with identically distributed LNQD innovations.

Keywords

Complete convergence, LNQD Random Variables, Autoregressive Process