Probability Tail for Linearly Negative Quadrant Dependent Random Variables of Partial Sums and Application to Linear Model

Autor: Zoubeyr Kaddour, Abderrahmane Belguerna, Samir Benaissa
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Journal of Innovative Applied Mathematics and Computational Sciences, Vol 2, Iss 2 (2022)
Druh dokumentu: article
ISSN: 2773-4196
Popis: 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.
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