• DocumentCode
    1352610
  • Title

    Limit theorem on the sum of identically distributed equally and positively correlated joint lognormals

  • Author

    Szyszkowicz, Sebastian S. ; Yanikomeroglu, Halim

  • Author_Institution
    Dept. of Syst. & Comput. Eng., Carleton Univ., Ottawa, ON, Canada
  • Volume
    57
  • Issue
    12
  • fYear
    2009
  • fDate
    12/1/2009 12:00:00 AM
  • Firstpage
    3538
  • Lastpage
    3542
  • Abstract
    We prove that the distribution of the sum of N identically distributed jointly lognormal random variables, where all pairs have the same strictly positive correlation coefficient, converges to a lognormal with known parameters as N becomes large. We confirm our theorem by simulations and give an application of the theorem.
  • Keywords
    correlation methods; light interference; log normal distribution; correlated joint lognormals; correlation coefficient; identically distributed; limit theorem; Helium; Interference; Mathematics; Microelectronics; Photonics; Physics; Power generation economics; Random variables; Shadow mapping; Wireless communication; Sum of lognormals; interference analysis;
  • fLanguage
    English
  • Journal_Title
    Communications, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0090-6778
  • Type

    jour

  • DOI
    10.1109/TCOMM.2009.12.070539
  • Filename
    5351645