620. A characterization of probabilities with full support in metric spaces, and Laplace¬ís method

by Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci

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 Laplace¬ís method, which in turn leads to a general stochastic convergence result to global maxima. 

Last updated February 22, 2018