A structure theorem for streamed information

DOI10.1016/j.jalgebra.2023.07.024arXiv2212.00134OpenAlexW4385487120WikidataQ123271637 ScholiaQ123271637MaRDI QIDQ6052938

Jeremy Reizenstein, Terence J. Lyons, Cristopher Salvi, Joscha Diehl, Rosa Preiß

Publication date: 25 September 2023

Published in: Journal of Algebra (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.00134

zbMATH Keywords

free Lie algebrassignaturesrough pathssequential dataHall baseshalf shuffles

Mathematics Subject Classification ID

Identities, free Lie (super)algebras (17B01) Rings with involution; Lie, Jordan and other nonassociative structures (16W10) Nonassociative algebras satisfying other identities (17A30) Associative rings and algebras arising under various constructions (16S99)

Cites Work

• The signature of a rough path: uniqueness
• Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
• Lie elements and an algebra associated with shuffles
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Uniqueness for the signature of a path of bounded variation and the reduced path group
• Differential equations driven by rough signals
• On the speciality of Tortkara algebras
• Invariants of multidimensional time series based on their iterated-integral signature
• Algorithm 1004
• The Signature Kernel Is the Solution of a Goursat PDE
• Cumulants, free cumulants and half-shuffles
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