Rectifiable paths with polynomial log-signature are straight lines
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Publication:6438530
arXiv2305.19210MaRDI QIDQ6438530FDOQ6438530
Authors: Peter Friz, Terence J. Lyons, Anna Leah Seigal 
Publication date: 30 May 2023
Abstract: The signature of a rectifiable path is a tensor series in the tensor algebra whose coefficients are definite iterated integrals of the path. The signature characterises the path up to a generalised form of reparametrisation. It is a classical result of K. T. Chen that the log-signature (the logarithm of the signature) is a Lie series. A Lie series is polynomial if it has finite degree. We show that the log-signature is polynomial if and only if the path is a straight line up to reparametrisation. Consequently, the log-signature of a rectifiable path either has degree one or infinite support. Though our result pertains to rectifiable paths, the proof uses results from rough path theory, in particular that the signature characterises a rough path up to reparametrisation.
Multilinear algebra, tensor calculus (15A69) Stationary stochastic processes (60G10) Identities, free Lie (super)algebras (17B01) Solving polynomial systems; resultants (13P15) Signatures and data streams (60L10) Algebraic structures and computation (60L70)
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