Mixture representations of noncentral distributions

With any symmetric distribution mu on the real line we may associate a parametric family of noncentral distributions as the distributions of where X is a random variable with distribution mu. The classical case arises if mu is the standard normal distribution, leading to the noncentral chi-squared distributions. It is well known that these may be written as Poisson mixtures of the central chi-squared distributions with odd degrees of freedom. We obtain such mixture representations for the logistic distribution and for the hyperbolic secant distribution. We also derive alternative representations for chi-squared distributions and relate these to representations of the Poisson family. While such questions originated in parametric statistics they also appear in the context of the generalized second Ray-Knight theorem, which connects Gaussian processes and local times of Markov processes.