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We introduce a crossed module of piecewise linear surfaces and study the signature homomorphism, defined as the surface holonomy of a universal translation invariant $2$-connection. This provides a transform whereby surfaces are represented…

Algebraic Topology · Mathematics 2025-06-23 Francis Bischoff , Darrick Lee

In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and describe the characteristics of paths or sequential data.…

Rings and Algebras · Mathematics 2025-01-13 Ilya Chevyrev , Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…

Probability · Mathematics 2014-05-20 Terry Lyons

We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…

Probability · Mathematics 2026-02-06 Mihriban Ceylan , Anna P. Kwossek , David J. Prömel

We introduce a characteristic function for laws of random surfaces $\mathbf{X}: [0,s] \times [0,t] \to \mathbb{R}^d$, in the spirit of expected path developments for one-dimensional stochastic processes into matrix groups. A key property is…

Probability · Mathematics 2026-02-04 Darrick Lee , Harald Oberhauser

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

Probability · Mathematics 2024-03-18 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha , Rosa Preiß

Just as point objects are parallel transported along curves, giving holonomies, string-like objects are parallel transported along surfaces, giving surface holonomies. Composition of these surfaces correspond to products in a category…

High Energy Physics - Theory · Physics 2015-06-26 Amitabha Lahiri

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

Probability · Mathematics 2026-03-04 Sonja Cox , Asma Khedher , Thijs Maessen

The signature of a path is an essential object in the theory of rough paths. The signature representation of the data stream can recover standard statistics, e.g. the moments of the data stream. The classification of random walks indicates…

Other Statistics · Statistics 2015-09-14 Hao Ni

We develop parallel transport on path spaces from a differential geometric approach, whose integral version connects with the category theoretic approach. In the framework of 2-connections, our approach leads to further development of…

Mathematical Physics · Physics 2015-05-19 Saikat Chatterjee , Amitabha Lahiri , Ambar N. Sengupta

We characterize the signature of piecewise continuously differentiable paths transformed by a polynomial map in terms of the signature of the original path. For this aim, we define recursively an algebra homomorphism between two shuffle…

Rings and Algebras · Mathematics 2020-02-06 Laura Colmenarejo , Rosa Preiß

In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which generalizes the classical geometric rough path. We establish a…

Numerical Analysis · Mathematics 2025-11-04 Munawar Ali , Qi Feng

This paper is motivated by recent developments of higher gauge theory. Different from its style of using higher category theory, we try to describe the concept of higher parallel transport within setting of classical principal bundle…

Differential Geometry · Mathematics 2019-12-16 Zimu Li

Recently it was proved that the group of rough paths modulo tree-like equivalence is isomorphic to the corresponding signature group through the signature map S (a generalized notion of taking iterated path integrals). However, the proof of…

Classical Analysis and ODEs · Mathematics 2017-05-04 Xi Geng

A nice differential-geometric framework for (non-abelian) higher gauge theory is provided by principal 2-bundles, i.e. categorified principal bundles. Their total spaces are Lie groupoids, local trivializations are kinds of Morita…

Differential Geometry · Mathematics 2019-05-07 Konrad Waldorf

We prove an extension to the classical continuity theorem in rough paths. We show that two $p$-rough paths are close in all levels of iterated integrals provided the first $\lfl p \rfl$ terms are close in a uniform sense. Applications…

Probability · Mathematics 2013-11-06 Terry Lyons , Weijun Xu

Lyons' Rough Path theory is currently formulated in p-variation topology. We extend his main-result, the Universal Limit Theorem, to a stronger Hoelder topology. Several approximations to Brownian Rough Paths are studied. As application of…

Probability · Mathematics 2007-05-23 Peter K. Friz

A graph $H$ is \emph{common} if the number of monochromatic copies of $H$ in a 2-edge-colouring of the complete graph $K_n$ is asymptotically minimised by the random colouring, or equivalently, $t_H(W)+t_H(1-W)\geq 2^{1-e(H)}$ holds for…

Combinatorics · Mathematics 2022-10-04 Jang Soo Kim , Joonkyung Lee

Motion planning can be cast as a trajectory optimisation problem where a cost is minimised as a function of the trajectory being generated. In complex environments with several obstacles and complicated geometry, this optimisation problem…

Robotics · Computer Science 2023-08-09 Lucas Barcelos , Tin Lai , Rafael Oliveira , Paulo Borges , Fabio Ramos

The signature transform, which is defined in terms of iterated path integrals of all orders, provides a faithful representation of the group of tree-reduced geometric rough paths. While the signature coefficients are known to decay…

Probability · Mathematics 2025-06-24 Horatio Boedihardjo , Xi Geng , Sheng Wang
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