On infinite divisibility of normed product of Cauchy densities

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摘要

It is shown that the following probability density function2π1∏n=1∞(1+x2/n2)is an infinitely divisible density.

论文关键词:Infinitely divisible probability distribution,Cauchy distribution,Gamma function

论文评审过程:Received 1 February 2002, Revised 4 May 2002, Available online 27 November 2002.

论文官网地址:https://doi.org/10.1016/S0377-0427(02)00662-3