Abstract
It is a well-known fact that multivariate Student distributions converge to multivariate Gaussian distributions as the number of degrees of freedom tends to infinity, irrespective of the dimension . In particular, the Student's value at the mode (that is, the normalizing constant obtained by evaluating the density at the center) converges towards the Gaussian value at the mode . In this note, we prove a curious fact: tends monotonically to for each , but the monotonicity changes from increasing in dimension to decreasing in dimensions whilst being constant in dimension . A brief discussion raises the question whether this \emph{a priori} curious finding is a curiosity, \emph{in fine}.
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