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arxiv: 1808.05903 · v2 · pith:BR6Y3DOInew · submitted 2018-08-17 · 🧮 math.CA

A Non-vanishing Property for the Signature of a Path

classification 🧮 math.CA
keywords signaturepathallowsapproximationsbanachcannotchangcomplex
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We prove that a continuous path with finite length in a real Banach space cannot have infinitely many zero components in its signature unless it is tree-like. In particular, this allows us to strengthen a limit theorem for signature recently proved by Chang, Lyons and Ni. What lies at the heart of our proof is a complexification idea together with deep results from holomorphic polynomial approximations in the theory of several complex variables.

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Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Insertion algorithm for inverting the signature of a path

    math.PR 2019-07 unverdicted novelty 6.0

    The insertion method reconstructs paths from signatures via proven converging upper bounds on term differences for smooth paths and constant lower bounds on subsequences for piecewise linear paths.