Broad distribution effects in sums of lognormal random variables

Details Broad distribution effects in sums of lognormal random variables Broad distribution effects in sums of lognormal random variables

2002-11-14

arxiv.org/abs/physics/0211065v2

Eur. Phys. J. B 32, 513-525 (2003)

Physics

Data Analysis, Statistics and Probability

14 pages, 9 figures. Minor changes + Gini coefficient and 4 refs. added

Scientific paper

10.1140/epjb/e2003-00131-6

The lognormal distribution describing, 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., for the current flowing through small tunnel junctions, are pointed out.

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