Zoubeyr Kaddour, Abderrahmane Belguerna, S. Benaissa
{"title":"Probability tail for linearly negative quadrant dependent random variables of partial sums and application to linear model","authors":"Zoubeyr Kaddour, Abderrahmane Belguerna, S. Benaissa","doi":"10.58205/jiamcs.v2i2.26","DOIUrl":null,"url":null,"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.","PeriodicalId":289834,"journal":{"name":"Journal of Innovative Applied Mathematics and Computational Sciences","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Innovative Applied Mathematics and Computational Sciences","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.58205/jiamcs.v2i2.26","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.