  A localised particle in Quantum Mechanics is described by a wave packet in
position space, regardless of its energy. However, from the point of view of
General Relativity, if the particle's energy density exceeds a certain
threshold, it should be a black hole. In order to combine these two pictures,
we introduce a horizon wave-function determined by the position wave-function,
which yields the probability that the particle is a black hole. The existence
of a (fuzzy) minimum mass for black holes naturally follows, and we also show
that our construction entails an effective Generalised Uncertainty Principle
simply obtained by adding the uncertainties coming from the two wave-functions.
