Abstract

The exponential probability inequalities have been important tools in probability and statistics. In this paper, we prove a new tail probability inequality for the distri-butions of sums of conditionally linearly negative quadrant dependent (F-LNQD , in short) random variables, and obtain a result dealing with conditionally complete con-vergence of first-order autoregressive processes with identically distributed (F-LNQD) innovations.

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