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People gather for a vigil near the cultural club in Copenhagen, where the Saturday shooting took place.Michael Probst/The Associated Press

Thousands of people marched through Copenhagen in freezing winds to remember the victims of a weekend shooting that police say may have been an attempt to copy the massacre at the Charlie Hebdo newspaper in Paris.

The memorial on Monday was held near the site of the first attack, where a meeting to discuss art and free speech ended in bloodshed after a gunman opened fire on Saturday. As in Paris, a second attack targeted the Jewish community. The suspected gunman died in a shootout with police on Sunday. Two men have since been arrested on charges of having assisted him.

"We're full of sorrow, we're heavy. How should we react when terror and hate wash over our country?" Prime Minister Helle Thorning-Schmidt said at the Monday rally. "Our answer is clear: When others try to scare us and split us, our answer will always be a strong community."

The shootings, which left dead a filmmaker and a Jewish man guarding the entrance to a synagogue where about 80 guests were celebrating a Bat Mitzvah, triggered reactions from across the globe. Leaders from Germany to the U.S. and the U.K. expressed their dismay and sent condolences.

Representatives from Denmark's Jewish and Muslim communities joined Monday's rally.

Lighting the night with torches, Copenhageners listened to speeches from the head of Denmark's Jewish Community, and the French Ambassador François Zimeray, who was present at the meeting of the first shooting.

"We reject unequivocally the actions of this man," Sami Kucukakin, chairman of Muslimernes FaellesRaad, the nation's largest Muslim group, said in an interview on his way to the rally. "As a Muslim I can't identify at all with what he did."

Danish law enforcement is trying to figure out whether the gunman was working on his own or as part of a more organized attack. Police have identified him as a 22-year-old who grew up in Denmark and had a criminal record. Surveillance pictures show him speaking on a mobile phone between the attacks.

According to local media, the alleged killer's name was Omar Abdel Hamid El-Hussein, whom classmates described as hot- headed. He received a two-year sentence for knifing a person on a train and was released early, just two weeks before the fatal weekend shootings, broadcaster TV2 said.

While in prison, he expressed a wish to join Islamic State in Syria, the Danish newspaper Berlingske said. A video defending jihad was uploaded on his Facebook page and posted on YouTube by a group called Proud Muslim, tabloid Ekstra Bladet said.

The suspect's father said in a TV2 interview that he was shocked by the actions of his son, who wasn't especially religious. "I don't know what happened," he said, according to the broadcaster, which didn't disclose the father's name. "This is very hard."

Ms. Thorning-Schmidt urged Danes not to be bullied into changing their way of life by the weekend's events. "We must go back to doing our business as normal, we must think, speak they way we want to," she said. "We are who we are."

Yet for Danes, carrying on with life-as-usual may prove hard as their capital gets used to a visibly heavier police presence. Marchers from the synagogue to the memorial rally were fronted by police with automatic weapons, while the rally was surrounded by clusters of officers.

A massive security operation was set in motion on the weekend with units from all over the country sent to the capital. It's a pattern being repeated in other European cities. Since the Jan. 7 massacre in Paris at the Charlie Hebdo satirical newspaper, about 10,500 soldiers have been deployed across France.

Some European cities are cancelling events in response to the threat. The city of Braunschweig in Germany called off its carnival after receiving information there was "concrete danger of an attack," police said on Sunday. Copenhagen's Jewish school was closed on Monday, a step it said was necessary due to the security threat.

Dan Rosenberg Asmussen, leader of Denmark's Jewish Community, at the rally rejected speculation that there will be increased tension and polarization between Denmark's Jews and Muslims, who are working together.

"We're in agreement that our common challenge is extremism," he said in a speech following the Prime Minister.

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