Broad distribution effects in sums of lognormal random variables
Data Analysis, Statistics and Probability
2009-11-07 v2 Disordered Systems and Neural Networks
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.
Cite
@article{arxiv.physics/0211065,
title = {Broad distribution effects in sums of lognormal random variables},
author = {M. Romeo and V. Da Costa and F. Bardou},
journal= {arXiv preprint arXiv:physics/0211065},
year = {2009}
}
Comments
14 pages, 9 figures. Minor changes + Gini coefficient and 4 refs. added