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

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