English

The exp-normal distribution is infinitely divisible

Probability 2018-03-28 v1

Abstract

Let ZZ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. lnZ\ln|Z| is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group over R{0}\mathbb{R}\setminus\{0\} is infinitely divisible.

Keywords

Cite

@article{arxiv.1803.09838,
  title  = {The exp-normal distribution is infinitely divisible},
  author = {Iosif Pinelis},
  journal= {arXiv preprint arXiv:1803.09838},
  year   = {2018}
}

Comments

3 pages

R2 v1 2026-06-23T01:05:48.043Z