Zener diodes in series as a voltage regulator

As far as I understand it, you will get Voltage regulation as long as the Voltage at the top of the Zener stack exceeds the Zener breakdown Voltage.  So, the trick is to size the dropping resistor so that the Voltage at the top of the stack exceeds the Zener Voltage under the widest set of circumstances regarding input Voltage and current draw through the resistor that you can.  As with most shunt regulators, that means that the range of current you expect your load circuit to draw is limited, and, of course, you would like for your supply Voltage to stay within a narrow range as well.

There is, as you say, a minimum current through the Zener in order for it to be in it's regulation zone, but the only way I know of determining that is by looking at the characteristic curve for the Zener you propose to use.  Of course, you know the maximum current already.

Yes, there is sort of a chicken v. egg thing going on here!  You need to be able to predict the top and bottom limits of current you expect your load to draw at the regulated Voltage, and you need to predict how much you expect your supply Voltage may vary depending on the factors that may cause it to vary.

 
You can download data sheets on Zener diodes from several manufacturers, and there are different data sheets for different power ratings as well. Get a few of them - any one of them tends to be confusing, but if you have a few sometimes one will explain something that the other leaves out.

You will be startled at how far from perfect these devices are - but you will have a much deeper understanding, as well.
 
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