We derive a closed-form expression for the orthogonal polynomials associated
with the general lognormal density. The result can be utilized to construct
easily computable approximations for probability density function of a product
of random variables, when the considered variates are either independent or
correlated. As an example, we have calculated the approximative distribution
for the product of Nakagami-m variables. Simulations indicate that accuracy of
the proposed approximation is good with small cross-correlations under light
fading condition.Comment: submitted to IEEE Communications Lette
