Title :
Fast convenient numerical computation of lognormal characteristic functions
Author :
Beaulieu, Norman C.
Author_Institution :
Univ. of Alberta, Edmonton
fDate :
3/1/2008 12:00:00 AM
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;
Journal_Title :
Communications, IEEE Transactions on
DOI :
10.1109/TCOMM.2008.060123