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For independent unit-scale Laplace distributions, the cumulant-generating function is $K(t)=-\log (1-t^2)$ for $|t|<1$. The saddlepoint density approximation solves $K^{\prime }(t)=y$, giving $t=y/(1+\sqrt{1+y^2})$. At this tilt, $K^{\prime \prime }(t)=D(1+D)$ and $ty=D-1$, giving the displayed probability density function approximation for the sample mean. Its value at zero is $\sqrt{n/(4\pi )}$; it need not integrate to one before normalization.