DocumentCode :
1100218
Title :
Fast convenient numerical computation of lognormal characteristic functions
Author :
Beaulieu, Norman C.
Author_Institution :
Univ. of Alberta, Edmonton
Volume :
56
Issue :
3
fYear :
2008
fDate :
3/1/2008 12:00:00 AM
Firstpage :
331
Lastpage :
333
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;
fLanguage :
English
Journal_Title :
Communications, IEEE Transactions on
Publisher :
ieee
ISSN :
0090-6778
Type :
jour
DOI :
10.1109/TCOMM.2008.060123
Filename :
4471924
Link To Document :
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