It is common lore that the canonical gravitational partition function Z associated with the classical Boltzmann-Gibbs (BG) exponential distribution cannot be built up because of mathematical pitfalls. The integral needed for writing up Z diverges. We review here how to avoid this pitfall and obtain a (classical) statistical mechanics of Newton's gravitation. This is done using (1) the analytical extension treatment obtained of Gradshteyn and Rizhik and (2) the well known dimensional regularization technique.
Keywords: Boltzmann-Gibbs distribution; dimensional regularization; divergences; specific heat.