Uniqueness for the signature of a path of bounded variation and the reduced path group
arXiv:math/0507536 · doi:10.4007/annals.2010.171.109
Abstract
We introduce the notions of tree-like path and tree-like equivalence between paths and prove that the latter is an equivalence relation for paths of finite length. We show that the equivalence classes form a group with some similarity to a free group, and that in each class there is one special tree reduced path. The set of these paths is the Reduced Path Group. It is a continuous analogue to the group of reduced words. The signature of the path is a power series whose coefficients are definite iterated integrals of the path. We identify the paths with trivial signature as the tree-like paths, and prove that two paths are in tree-like equivalence if and only if they have the same signature. In this way, we extend Chen's theorems on the uniqueness of the sequence of iterated integrals associated with a piecewise regular path to finite length paths and identify the appropriate extended meaning for reparameterisation in the general setting. It is suggestive to think of this result as a non-commutative analogue of the result that integrable functions on the circle are determined, up to Lebesgue null sets, by their Fourier coefficients. As a second theme we give quantitative versions of Chen's theorem in the case of lattice paths and paths with continuous derivative, and as a corollary derive results on the triviality of exponential products in the tensor algebra.
52 pages - considerably extended and revised version of the previous version of the paper
Cited by in corpus (30)
- Recognition of Handwritten Chinese Text by Segmentation: A Segment-annotation-free Approach
- Characteristic functions of measures on geometric rough paths
- Toward high-performance online HCCR: a CNN approach with DropDistortion, path signature and spatial stochastic max-pooling
- Discretely sampled signals and the rough Hoff process
- Conditional Sig-Wasserstein GANs for Time Series Generation
- Using path signatures to predict a diagnosis of Alzheimer's disease
- Random walks and Lévy processes as rough paths
- Time-warping invariants of multidimensional time series
- Machine learning technique using the signature method for automated quality control of the Argo profiles
- Varieties of Signature Tensors
- Reconstruction for the Signature of a Rough Path
- An isomorphism between branched and geometric rough paths
- Tropical time series, iterated-sums signatures and quasisymmetric functions
- A Primer on the Signature Method in Machine Learning
- General Signature Kernels
- Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
- 2-d signature of images and texture classification
- Feature Engineering with Regularity Structures
- Path classification by stochastic linear recurrent neural networks
- On the Holonomic Equivalence of Two Curves
- A Quasi-sure Non-degeneracy Property for the Brownian Rough Path
- Forecasting mortality rates with functional signatures
- Robust Hedging GANs
- Convex Hulls of Curves: Volumes and Signatures
- Online Signature Verification Using Augmented Path Signature and T-Mamba
- Generalized Euler-Maclaurin formula and Signatures
- Rough path theory
- Machine-learning regression methods for American-style path-dependent contracts
- Thin homotopy and the holonomy approach to gauge theories
- Manifolds of continuous BV-functions and vector measure regularity of Banach-Lie groups