Documentation

RoughPaths.Signature.Primitive

Primitivity of the truncated log-signature #

A series b is primitive for the shuffle coproduct when b([]) = 0 and Σ_{x ∈ u ⧢ v} b(x) = 0 for all nonempty u, v (the boundary sums against [] are automatic, so this is Δ_⧢ b = b ⊗ 1 + 1 ⊗ b in coefficient form). Main theorem: the truncated logarithm of a group-like series is primitive up to the truncation degree — the first-order shadow of "the log-signature lies in the free Lie algebra".

Proof: shuffle sums of (a-1)^{⊗k} expand via the shuffle–deconcatenation compatibility Word.shuffle_splits_perm as Σ_{i,j} N(k,i,j)·(a-1)^{⊗i}(u)·(a-1)^{⊗j}(v), where N(k,i,j) is the coefficient of xⁱyʲ in (x+y+xy)^k, realised in ℤ[y][x]. The required vanishing Σ_k (-1)^k/(k+1)·N(k+1,i,j) = 0 for i,j ≥ 1 is the coefficient identity of log((1+x)(1+y)) = log(1+x) + log(1+y): after d/dx the sum becomes geometric, (1+x+y+xy)·W = (1-(-x-y-xy)^n)(1+y) pins down the low-degree coefficients of W by a bidegree recursion.

Primitive series #

def RoughPaths.Word.IsPrimitive {α : Type u} {R : Type v} [Semiring R] (b : List αR) :

A series is primitive for the shuffle coproduct: the empty coefficient vanishes and all mixed shuffle sums over nonempty word pairs vanish.

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    def RoughPaths.Word.IsPrimitiveUpToDegree {α : Type u} {R : Type v} [Semiring R] (b : List αR) (n : ) :

    Primitivity up to a degree: mixed shuffle sums vanish whenever the total length is at most n.

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    Instances For
      theorem RoughPaths.Word.IsPrimitive.add {α : Type u} {R : Type v} [Semiring R] {b c : List αR} (hb : IsPrimitive b) (hc : IsPrimitive c) :
      theorem RoughPaths.Word.IsPrimitive.smul {α : Type u} {R : Type v} [Semiring R] (r : R) {b : List αR} (hb : IsPrimitive b) :

      The bilinear pairing form of shuffle–deconcatenation #

      compatibility

      theorem RoughPaths.Word.shuffleCoeff_tensorProduct {α : Type u} {R : Type v} [CommSemiring R] (f g : List αR) (u v : List α) :
      shuffleCoeff (tensorProduct f g) u v = (List.map (fun (p : List α × List α) => (List.map (fun (q : List α × List α) => shuffleCoeff f p.1 q.1 * shuffleCoeff g p.2 q.2) (HopfAlgebras.Word.splits v)).sum) (HopfAlgebras.Word.splits u)).sum

      Shuffle sums of a tensor product expand over the splittings of both words — the pairing form of Word.shuffle_splits_perm.

      List-sum utilities #

      Splitting sums against the unit, and short-word vanishing #

      Bidegree coefficients of (x + y + xy)^k in ℤ[y][x] #

      The shuffle expansion of tensor powers of the augmentation part #

      The main theorem #

      The truncated log-signature of a group-like series is primitive up to the truncation degree. This is the coefficient-level statement that the logarithm of a shuffle character is an infinitesimal character — the first-order form of "log-signatures are Lie elements".

      The truncated log-signature of a bundled group-like signature is primitive up to the truncation degree.