Varieties of Discrete Signatures

02.06.2023, 11 Uhr  –  Haus 9, Raum 2.22
Arbeitsgruppenseminar Analysis

Carlo Bellingeri (TU)

Abstract:

Following the work of Diehl, Ebrahimi-Fard and Tapia on discrete signatures of a time series, we will discuss the geometric properties of the discrete signature variety, i.e. the points traced out by discrete signature inside the tensor algebra. In particular, we will give some explicit descriptions of the level 2 and 3 varieties together with some hints on the existence of a universal variety.

Login data for the Zoom Meeting: paycha@math.uni-potsdam.de