On Sums of Lognormal Random Variables

DOI10.1002/sapm198675137zbMath0604.60015OpenAlexW4214909800WikidataQ61908562 ScholiaQ61908562MaRDI QIDQ3740721

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Publication date: 1986

Published in: Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/48703

zbMATH Keywords

characteristic functionlognormal distributionapproximations to the density of sums of lognormal random variables

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50)

Related Items (4)

Modeling skewed spatial data using a convolution of Gaussian and log-Gaussian processes ⋮ Geometric bounds on certain sublinear functionals of geometric Brownian motion ⋮ Tail behavior of sums and differences of log-normal random variables ⋮ On the Laplace transform of the lognormal distribution: analytic continuation and series approximations

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