Title :
An Extended Limit Theorem for Correlated Lognormal Sums
Author :
Beaulieu, Norman C.
Author_Institution :
iCORE Wireless Commun. Lab., Univ. of Alberta, Edmonton, AB, Canada
fDate :
1/1/2012 12:00:00 AM
Abstract :
Recent work has reported a lognormal limit theorem for sums of identically distributed equicorrelated lognormal random variables. An extended lognormal limit theorem for sums of nonidentically distributed correlated lognormal random variables having a particular correlation structure is derived.
Keywords :
correlation theory; random processes; correlated lognormal sums; extended limit theorem; identically distributed equicorrelated lognormal random variable; lognormal limit theorem; Approximation methods; Convergence; Correlation; Limiting; Random variables; Shadow mapping; Wireless communication; Correlation; fading channels; lognormal sum; probability distribution; random variables;
Journal_Title :
Communications, IEEE Transactions on
DOI :
10.1109/TCOMM.2011.091911.110054