Broad distribution effects in sums of lognormal random variables

Abstract:The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the usual statistical scaling associated to narrow distributions. Approximate formulae are derived for the typical sums of lognormal random variables. The validity of these formulae is numerically checked and the physical consequences, e.g., for the current flowing through small tunnel junctions, are pointed out.

• Publication year

  2002

• Venue

  The European Physical Journal B - Condensed Matter and Complex Systems

• Publication date

  2002-11-14

• Fields of study

  Physics

• Identifiers
  DOI 10.1140/epjb/e2003-00131-6arXiv physics/0211065
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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