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.
展开▼
