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 the set of all probability measures on X. We illustrate the result through a general version of Laplace method, which in turn leads to a general stochastic convergence result to global maxima.
A characterization of probabilities with full support and the Laplace method
Cerreia-Vioglio, Simone;Maccheroni, Fabio
;Marinacci, Massimo
2019
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 the set of all probability measures on X. We illustrate the result through a general version of Laplace method, which in turn leads to a general stochastic convergence result to global maxima.
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
characterization-probabilities-full (3).pdf
accesso aperto
Tipologia:
Documento in Pre-print (Pre-print document)
Licenza:
Creative commons
Dimensione
279.31 kB
Formato
Adobe PDF
|
279.31 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
