On Sums of Lognormal Random Variables

DOI10.1002/SAPM198675137MaRDI QIDQ3740721zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 1986

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/48703

zbMATH Keywords

approximations to the density of sums of lognormal random variablescharacteristic functionlognormal distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Cited in

(4)

• Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes
• On the Laplace transform of the lognormal distribution: analytic continuation and series approximations
• Geometric bounds on certain sublinear functionals of geometric Brownian motion
• Tail behavior of sums and differences of log-normal random variables

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