Revised and shortened draft

Revised thoroughly and shotened to match the 8-page requirement by
Biometrika.

Updated draft for global-local mixture paper

Added new short proofs and changes that Nick had  suggested over email.
The bivariate proof is still not complete but we have been able to give
a simple proof of the key identity in Zhang et al.

Added convolution and fixed typos

Added a section for Cauchy convolutions and fixed some typos in the
early part of the paper.

Removed pdf from tracking

See releases for the updated pdf files.

Changed master file name, added PDF proof

Minor changes