{"id":"https://openalex.org/W7212033633","doi":"https://doi.org/10.48550/arxiv.2609.06118","title":"A Perron-Frobenius comonotonic approximation for sums of lognormals","display_name":"A Perron-Frobenius comonotonic approximation for sums of lognormals","publication_year":2026,"publication_date":"2026-09-05","ids":{"openalex":"https://openalex.org/W7212033633","doi":"https://doi.org/10.48550/arxiv.2609.06118"},"language":"en","primary_location":{"id":"pmh:oai:arXiv.org:2609.06118","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.06118","pdf_url":"https://arxiv.org/pdf/2609.06118","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["arxiv","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2609.06118","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5140602140","display_name":"Chunle Huang","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Huang, Chunle","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5140602140"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8438000082969666,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.8438000082969666,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.06469999998807907,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.045899998396635056,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/lognormal-distribution","display_name":"lognormal distribution","score":0.6990000009536743},{"id":"https://openalex.org/keywords/sums-of-random-variables","display_name":"sums of random variables","score":0.968999981880188},{"id":"https://openalex.org/keywords/perron-frobenius-theorem","display_name":"Perron-Frobenius theorem","score":0.9929999709129333},{"id":"https://openalex.org/keywords/risk-aggregation","display_name":"risk aggregation","score":0.46799999475479126},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"extreme value theory","score":0.35499998927116394}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7469000220298767},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.5591999888420105},{"id":"https://openalex.org/C151620405","wikidata":"https://www.wikidata.org/wiki/Q826116","display_name":"Log-normal distribution","level":2,"score":0.4620000123977661},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.4259999990463257},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.3801000118255615},{"id":"https://openalex.org/C145242015","wikidata":"https://www.wikidata.org/wiki/Q774123","display_name":"Approximation theory","level":2,"score":0.3458000123500824},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3156000077724457},{"id":"https://openalex.org/C148764684","wikidata":"https://www.wikidata.org/wiki/Q621751","display_name":"Approximation algorithm","level":2,"score":0.2842000126838684},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.250900000333786},{"id":"https://openalex.org/C2778334786","wikidata":"https://www.wikidata.org/wiki/Q1586270","display_name":"Variation (astronomy)","level":2,"score":0.25060001015663147}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:arXiv.org:2609.06118","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.06118","pdf_url":"https://arxiv.org/pdf/2609.06118","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"doi:10.48550/arxiv.2609.06118","doi":"https://doi.org/10.48550/arxiv.2609.06118","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2609.06118","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2609.06118","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/2609.06118","pdf_url":"https://arxiv.org/pdf/2609.06118","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7212033633.pdf","grobid_xml":"https://content.openalex.org/works/W7212033633.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7166679823","https://openalex.org/W2282481594","https://openalex.org/W6921651077","https://openalex.org/W2148192212","https://openalex.org/W1749670096","https://openalex.org/W7098945367","https://openalex.org/W2058493957","https://openalex.org/W7098272003","https://openalex.org/W2118979746","https://openalex.org/W4255122585"],"abstract_inverted_index":{"In":[0],"this":[1],"note,":[2],"we":[3],"introduce":[4],"a":[5],"new":[6],"comonotonic":[7],"approximation":[8],"for":[9],"sums":[10],"of":[11],"lognormal":[12],"random":[13],"variables":[14],"based":[15],"on":[16],"the":[17],"famous":[18],"Perron-Frobenius":[19],"theorem.":[20]},"counts_by_year":[],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2026-09-10T00:00:00"}