  Blazars are highly variable and display complex characteristics. A key
characteristic is the flux probability distribution function or flux PDF whose
shape depends upon the form of the underlying physical process driving
variability. The BL Lacertae Mrk 421 is one of the brightest and most variable
blazars across the electromagnetic spectrum. It has been reported to show hints
of lognormality across the spectrum from radio to gamma-ray histograms of
observed fluxes. This would imply that the underlying mechanisms may not
conform to the "standard" additive, multi-zone picture, but could potentially
have multiplicative processes. This is investigated by testing the observed
lightcurves at different wavelengths with time-series simulations. We find that
the simulations reveal a more complex scenario, than a single lognormal
distribution explaining the multiwavelength lightcurves of Mrk 421.
