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

DOI10.1109/26.930627MaRDI QIDQ4553009zbMATH OpenOpenAlexFDO

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

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)

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• Laplace Transforms of Probability Distributions and Their Inversions are Easy on Logarithmic Scales
• 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

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