The exp-normal distribution is infinitely divisible
Probability
2018-03-28 v1
Abstract
Let be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group over 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