Laplace's Method Revisited: Weak Convergence of Probability Measures
Hwang, Chii-Ruey
Ann. Probab., Tome 8 (1980) no. 6, p. 1177-1182 / Harvested from Project Euclid
Let $Q$ be a fixed probability on the Borel $\sigma$-field in $R^n$ and $H$ be an energy function continuous in $R^n$. A set $N$ is related to $H$ by $N = \{x \mid\inf_yH(y) = H(x)\}$. Laplace's method, which is interpreted as weak convergence of probabilities, is used to introduce a probability $P$ on $N$. The general properties of $P$ are studied. When $N$ is a union of smooth compact manifolds and $H$ satisfies some smooth conditions, $P$ can be written in terms of the intrinsic measures on the highest dimensional mainfolds in $N$.
Publié le : 1980-12-14
Classification:  Laplace's method,  smooth manifold,  weak convergence,  60B10,  58C99
@article{1176994579,
     author = {Hwang, Chii-Ruey},
     title = {Laplace's Method Revisited: Weak Convergence of Probability Measures},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 1177-1182},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994579}
}
Hwang, Chii-Ruey. Laplace's Method Revisited: Weak Convergence of Probability Measures. Ann. Probab., Tome 8 (1980) no. 6, pp.  1177-1182. http://gdmltest.u-ga.fr/item/1176994579/