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Probability Tail for Linearly Negative Quadrant Dependent Random Variables of Partial Sums and Application to Linear Model
1 : Department of Mathematics and computer sciences, Salhi Ahmed University center of Naama
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Website
Salhi Ahmed University center, BP 66, Naâma 45000, Naâma. -
Algeria
2 : University center of Naama
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Website
Department of Mathematics and computer sciences, Salhi Ahmed University center, BP 66, Naâma 45000. -
Algeria
3 : Department of Probabilities and Statistics
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Website
Department of Probabilities and Statistics, University of Sidi Bel Abbes, 22000. -
Algeria
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.
