act that the sum of Laplace random variables is not Laplace.
Instead, Y is a vector whose components are linear combinations of Laplace
random variables.  Thus, Y lives in the vector space generated by vectors
of Laplace distributions.  This allows the user to decide the mean and
covariance (by setting loc and scale), while preserving some properties of
the Laplace distribution.  In particular, the tails of Y_i will be (up to
polynomial factors) exponentially decaying.
To see this last statement, note that 