Work

An exponential inequality for widely orthant dependent random variables and its application to a first-order autoregressive model

Year: 2025

Type: article

Abstract: This study develops an exponential inequality for widely orthant dependent random variables. We establish complete convergence and derive a convergence rate of O(1)(log2n)α1+αn−α1+α for the strong law of large numbers, where 0<α≤1. As an application to a linear model, we obtain the strong law of large numbers with a convergence rate of O(1)(log2n)2α1+αn−2α1+α, where 0<α<1. Numerical simulations are provided to illustrate and support the theoretical results.

Source: Applicationes Mathematicae

DOI: 10.4064/am2514-2-2025

Authors: Omar Elfarouk Cherifi, Samir Benaissa, Boubaker Mechab

Institution: Université Djilali de Sidi Bel Abbès

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

OpenAlex ID: W4415030574

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