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Time Series, Persistent Homology and Chirality

Published 21 Sep 2019 in math.PR, math.AT, math.ST, and stat.TH | (1909.09846v2)

Abstract: We investigate the point process of persistent diagram for Brownian motions with drift, obtaining some of its basic characteristics. Further we introduce and study the refinement of the persistent homology, assigning to each bar its chirality.

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