A Baum–Katz theorem for i.i.d. random variables with higher order moments

2014 ◽  
Vol 94 ◽  
pp. 63-68 ◽  
Author(s):  
Pingyan Chen ◽  
Soo Hak Sung
Keyword(s):  
Random Variables ◽  
Higher Order ◽  
Higher Order Moments

Notes on the variance of a widow's pension

1974 ◽  
Vol 101 (1) ◽  
pp. 103-107 ◽  
Author(s):  
P. P. Boyle
Keyword(s):  
Random Variables ◽  
Random Variable ◽  
Stochastic Approach ◽  
Higher Order ◽  
Expected Value ◽  
Confidence Limits ◽  
Higher Order Moments ◽  
Variable Time ◽  
Second Moments ◽  
Constant Rate

Pollard and Pollard have considered a stochastic approach to certain actuarial problems. In their notation ãx denotes the random variable whose expected value is ax. The random variable ãx depends on the random variable, time until death and the (assumed constant) rate of interest. The authors show how to calculate the second and higher-order moments of some common actuarial random variables such as ãx and Ãx. The second moments, in particular, are useful in estimating confidence limits for the total liability in respect of a group of contracts.

scholarly journals Inferring gene regulatory networks from single-cell RNA-seq temporal snapshot data requires higher-order moments

Patterns ◽  
2021 ◽  
Vol 2 (9) ◽  
pp. 100332
Author(s):  
N. Alexia Raharinirina ◽  
Felix Peppert ◽  
Max von Kleist ◽  
Christof Schütte ◽  
Vikram Sunkara
Keyword(s):  
Single Cell ◽  
Gene Regulatory Networks ◽  
Regulatory Networks ◽  
Higher Order ◽  
Rna Seq ◽  
Higher Order Moments ◽  
Gene Regulatory
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