Laplace's Method Revisited: Weak Convergence of Probability Measures
Laplace's Method Revisited: Weak Convergence of Probability Measures
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 …