Bounds on the distribution of a sum of independent lognormal random variables

DOI10.1109/26.930627zbMATH Open1014.94505OpenAlexW2129914223MaRDI QIDQ4553009FDOQ4553009

Authors: S. Slimane 

Publication date: 30 June 2003

Published in: IEEE Transactions on Communications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f3b5279aa3fbe9bb5a34055bc9f9b1e955ad631f

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zbMATH Keywords

cumulative distribution functionlower boundupper boundoutage probabilitycochannel interferencelognormal random variableshadow fading channels

Mathematics Subject Classification ID

Communication theory (94A05) Sums of independent random variables; random walks (60G50)

Cited In (9)

• Bounds for some general sums of random variables
• Explicit expressions for moments of log normal order statistics
• A review of results on sums of random variables
• Asymptotic behavior of tail density for sum of correlated lognormal variables
• Stochastic volatility effects on correlated log-normal random variables
• The log-normal approximation in financial and other computations
• On the size distribution of business firms
• Exponential family techniques for the lognormal left tail
• Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales

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