A characterization of probabilities with full support in metric spaces, and Laplaces method
Fabio Maccheroni and
No 620, Working Papers from IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
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.
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