In this note, we characterize the limiting functions in mod-Gausssian 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.