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620.
A characterization of probabilities with full support in metric spaces, and Laplaces methodby 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 Laplaces method, which in turn leads to a general stochastic convergence result to global maxima. |

Last updated
February 22, 2018 |