Broad distribution effects in sums of lognormal random variables

被引:65
作者
Romeo, M
Da Costa, V
Bardou, F
机构
[1] Inst Phys & Chim Mat Strasbourg, F-67034 Strasbourg 2, France
[2] Univ Strasbourg, F-67034 Strasbourg 2, France
关键词
D O I
10.1140/epjb/e2003-00131-6
中图分类号
O469 [凝聚态物理学];
学科分类号
070205 ;
摘要
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.
引用
收藏
页码:513 / 525
页数:13
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