CTHp1-3: A Simple Integral Form of Lognormal Characteristic Functions Convenient for Numerical Computation

Author

Beaulieu, Norman C.

Author_Institution

Dept. of Electr. & Comput. Eng., Alberta Univ., Edmonton, AB

fYear

2006

fDate

Nov. 27 2006-Dec. 1 2006

Firstpage

1

Lastpage

3

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; closed-form expression; lognormal characteristic functions; numerical computation; numerical methods; Closed-form solution; Fast Fourier transforms; Finite wordlength effects; H infinity control; Polynomials; Probability density function; Probability distribution; Random variables; Shadow mapping; Wireless communication;

fLanguage

English

Publisher

ieee

Conference_Titel

Global Telecommunications Conference, 2006. GLOBECOM '06. IEEE

Conference_Location

San Francisco, CA

ISSN

1930-529X

Print_ISBN

1-4244-0356-1

Electronic_ISBN

1930-529X

Type

conf

DOI

10.1109/GLOCOM.2006.137

Filename

4150767