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A Non-vanishing Property for the Signature of a Path

Published 17 Aug 2018 in math.CA | (1808.05903v2)

Abstract: 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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