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The exp-normal distribution is infinitely divisible (1803.09838v1)
Published 6 Mar 2018 in math.PR
Abstract: Let $Z$ be a standard normal random variable (r.v.). It is shown that the distribution of the r.v. $\ln|Z|$ is infinitely divisible; equivalently, the standard normal distribution considered as the distribution on the multiplicative group over $\mathbb{R}\setminus{0}$ is infinitely divisible.
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