In this note, we characterize the limiting functions in mod-Gaussian convergence; our approach sheds a new light on the nature of mod-Gaussian convergence as well. Our results in fact more generally apply to mod-* convergence, where * stands for any family of probability distributions whose Fourier transforms do not vanish. We moreover provide new examples, including two new examples of (restricted) mod-Cauchy convergence from arithmetics related to Dedekind sums and the linking number of modular geodesics.
"A characterization of limiting functions arising in Mod-* convergence." Electron. Commun. Probab. 20 1 - 11, 2015. https://doi.org/10.1214/ECP.v20-4381