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Robin Chapman
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The bivariate distribution formed by two independent normalized Gaussians is rotationally symmetric (think about the usual argument for evaluating the probability integral). The quotient of two random variables $X$ and $Y$ is the tangent of the angle between $(0,0)$ and $(X,Y)$ with the $x$-axis. If one has a rotationally symmetric distribution for $X$ and $Y$ (with no point mass at the origin) then $Y/X$ is a tangent of a uniformly distributed angle. This is the Cauchy distribution.

Surely at least your first Brownian motion example is an example of rotational symmetry.

Robin Chapman
  • 20.8k
  • 2
  • 66
  • 81