A Characterization of Probabilities with Full Support and the Laplace Method

Simone Cerreia-Vioglio, Fabio Maccheroni () and Massimo Marinacci
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Fabio Maccheroni: Bocconi University

Journal of Optimization Theory and Applications, 2019, vol. 181, issue 2, No 6, 470-478

Abstract: Abstract We show that a probability measure on a metric space has full support, if, and only if, the set of all probability measures, that are absolutely continuous with respect to it, is dense in the set of all Borel probability measures. We illustrate the result through a general version of Laplace’s method, which in turn leads to general stochastic convergence to global maxima.

Keywords: Absolute continuity; Support of a measure; Laplace method; 46N30; 46N10; 60B05 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10957-018-01459-7

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