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A characterization of probabilities with full support in metric spaces, and LaplaceÂ's method

Number: 620
Year: 2018
Author(s): 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's method, which in turn leads to a general stochastic convergence result to global maxima.