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Truncated Signature Information for Mixed Fractional Brownian Paths
arXiv stat.TH0 views
arXiv:2606.09121v2 Announce Type: replace-cross Abstract: We study finite expected-signature information for mixed-fBm paths with Hurst indices above $1/4$. Up to level three, the only parameter-dependent expected features are the variance transform $q_\theta$ and the time-ordered transform $R_\theta$. We prove the scale tradeoff $2K$ level-two scales versus $K$ selected level-two/three scales, together with separation and local inverse bounds.
Source：https://arxiv.org/abs/2606.09121PreviousClosed-form fractional radial links for elliptical Mahalanobis discriminant analysisNexts$^3$: Simple Scaling of Swarms via Cooperative Multi-agent RL
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