Effros, Baire, Steinhaus and non-separability

We give a short proof of an improved version of the Effros Open Mapping Principle via a shift-compactness theorem (also with a short proof), involving ‘sequential analysis’ rather than separability, deducing it from the Baire property in a general Baire-space setting (rather than under topological completeness). It is applicable to absolutely-analytic normed groups (which include complete metrizable topological groups), and via a Steinhaus-type Sum-set Theorem (also a consequence of the shift-compactness theorem) includes the classical Open Mapping Theorem (separable or otherwise)

Stable laws and Beurling kernels

We identify a close relation between stable distributions and the limiting homomorphisms central to the theory of regular variation. In so doing some simplifications are achieved in the direct analysis of these laws in Pitman and Pitman [PitP]; stable distributions are themselves linked to homomorphy

Sequential regular variation: extensions of Kendall's Theorem

Regular variation is a continuous-parameter theory; we work in a general setting, containing the existing Karamata, Bojanic-Karamata/de Haan and Beurling theories as special cases. We give sequential versions of the main theorems, that is, with sequential rather than continuous limits. This extends the main result, a theorem of Kendall’s (which builds on earlier work of Kingman and Croft), to the general setting

The sound of silence: equilibrium filtering and optimalcensoring in financial markets

Following the approach of standard filtering theory, we analyse investor-valuation of firms, when these are modelled as geometric-Brownian state processes that are privately and partially observed, at random (Poisson) times, by agents. Tasked with disclosing forecast values, agents are able purposefully to withhold their observations; explicit filtering formulas are derived for downgrading the valuations in the absence of disclosures. The analysis is conducted for both a solitary firm and m co-dependent firms

Beyond Haar and Cameron-Martin: the Steinhaus support

Motivated by a Steinhaus-like interior-point property involving the Cameron-Martin space of Gaussian measure theory, we study a grouptheoretic analogue, the Steinhaus triple (H, G, μ), and construct a Steinhaus support, a Cameron-Martin-like subset, H(μ) in any Polish group G corresponding to ‘sufficiently subcontinuous’ measures μ, in particular for ‘Solecki-type’ reference measures

General regular variation, Popa groups and quantifier weakening

We introduce general regular variation, a theory of regular variation containing the existing Karamata, Bojanic-Karamata/de Haan and Beurling theories as special cases. The unifying theme is the Popa groups of our title viewed as locally compact abelian ordered topological groups, together with their Haar measure and Fourier theory. The power of this unified approach is shown by the simplification it brings to the whole area of quantifier weakening, so important in this field