The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures

Abstract

We establish the well-definedness of the barycenter (in the sense of Buser and Karcher) for every integrable measure on the free nilpotent Lie group of step $L$ (over ${\mathbb{R}}^d$). We provide two algorithms for computing it, using methods from Lie theory (namely, the Baker-Campbell-Hausdorff formula) and from the theory of Gröbner bases of modules. Our main motivation stems from measures induced by iterated-integrals signatures, and we calculate the barycenter for the signature of the Brownian motion.

arXiv comment48 pages, 1 figure