Salt Lake City police are investigating the roles of two self-described "peacekeepers" following a fatal shooting at Saturday's protest that left one person dead and another injured, raising questions about unauthorized security at public demonstrations.

Three people, including an 8-month-old infant, were fatally shot at a Utah carnival after two groups got into an argument, police said.

Police said the shooting took place when an armed man allegedly raised a gun and ran towards a protest crowd.