NEW CONCENTRATION INEQUALITIES AND COMPLETE CONVERGENCE FOR ELNQD RANDOM VARIABLES WITH APPLICATION TO LINEAR MODELS GENERATED BY ELNQD ERRORS

被引：0

作者：

Moussaoui, Fatma ^{[1
]}

Benaissa, Samir ^{[2
]}

机构：

[1] Univ Ctr Naama, Math & Comp Sci, Naama 45000, Algeria

[2] Univ Djillali Liabes Sidi Bel Abbes, Probabil & Stat, Sidi Bel Abbes 22000, Algeria

来源：

JOURNAL OF SCIENCE AND ARTS | 2023年 / 03期

关键词：

autoregressive processes; Random variables; ELNQD sequence; complete convergence;

D O I：

10.46939/J.Sci.Arts-23.3-a17

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper, we introduce the concept of extended linear negative quadrant dependence (ELNQD, in short). We establish a new concentration inequalities and complete convergence for the distribution of sums of extended linear negative quadrant dependent random variables. Using these inequalities for proved the complete convergence of first autoregressive processes model generated by identically distributed ELNQD errors.

引用

页码：751 / 764

页数：14

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