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Broad distribution effects in sums of lognormal random variables

  • M. Romeo
  • V. Da Costa
  • F. Bardou

Abstract:

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.

PACS. 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion – 05.40.Fb Random walks and Levy flights – 73.40.Gk Tunneling 

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Copyright information

© EDP Sciences, Springer-Verlag 2003

Authors and Affiliations

  • M. Romeo
    • 1
  • V. Da Costa
    • 1
  • F. Bardou
    • 1
  1. 1.Institut de Physique et Chimie des Matériaux de Strasbourg, and Université Louis Pasteur, 23 rue du Loess, BP 43, 67034 Strasbourg Cedex 2, FranceFR

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