Probability tail for linearly negative quadrant dependent random variables of partial sums and application to linear model: Inequalities for LNQD R.V of partial sums and application

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 identic...

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Bibliographic Details
Published in:Journal of Innovative Applied Mathematics and Computational Sciences 2022-08, Vol.2 (2), p.14-22
Main Authors: Kaddour, Zoubeyr, Belguerna, Abderrahmane, Benaissa, Samir
Format: Article
Language:English
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Summary: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.
ISSN:2773-4196
2773-4196
DOI:10.58205/jiamcs.v2i2.26