A characterization of probabilities with full support in metric spaces, and Laplaces method

Simone Cerreia-Vioglio, Fabio Maccheroni and Massimo Marinacci

No 620, Working Papers from IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

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

Date: 2018
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