https://doi.org/10.1140/epjb/e2003-00131-6
Broad distribution effects in sums of lognormal random variables
Institut de Physique et Chimie des Matériaux de
Strasbourg (CNRS (UMR 7504)) , and Université Louis Pasteur, 23 rue
du Loess, BP 43, 67034 Strasbourg Cedex 2, France
Corresponding author: a romeo@ipcms.u-strasbg.fr
Received:
8
November
2002
Revised:
17
March
2003
Published online:
7
May
2003
The lognormal distribution describing, e.g. 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. e.g., for the current flowing through small tunnel junctions, are pointed out.
PACS: 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion / 05.40.Fb – Random walks and Levy flights / 73.40.Gk – Tunneling
© EDP Sciences, Società Italiana di Fisica, Springer-Verlag, 2003
