• DocumentCode
    1100218
  • Title

    Fast convenient numerical computation of lognormal characteristic functions

  • Author

    Beaulieu, Norman C.

  • Author_Institution
    Univ. of Alberta, Edmonton
  • Volume
    56
  • Issue
    3
  • fYear
    2008
  • fDate
    3/1/2008 12:00:00 AM
  • Firstpage
    331
  • Lastpage
    333
  • Abstract
    No closed-form expression is known for the lognormal characteristic function. Computation of the characteristic function using numerical integration is time consuming and often converges poorly. Alternative published numerical methods for its evaluation are complex and often valid only for particular values of the dB-spread. A novel definite integral form of the lognormal characteristic function is derived. This form lends itself to rapid and convenient computation of the lognormal characteristic function using simple, common methods of numerical integration.
  • Keywords
    integration; log normal distribution; probability; definite integral form; fast convenient numerical computation; lognormal characteristic functions; probability; Application software; Closed-form solution; Communications Society; Information theory; Polynomials; Probability density function; Probability distribution; Random variables; Shadow mapping; Wireless communication;
  • fLanguage
    English
  • Journal_Title
    Communications, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0090-6778
  • Type

    jour

  • DOI
    10.1109/TCOMM.2008.060123
  • Filename
    4471924