AI RESEARCH

Global universality via discrete-time signatures

arXiv CS.LG

ArXi:2603.09773v1 Announce Type: cross We establish global universal approximation theorems on spaces of piecewise linear paths, stating that linear functionals of the corresponding signatures are dense with respect to $L^p$- and weighted norms, under an integrability condition on the underlying weight function. As an application, we show that piecewise linear interpolations of Brownian motion satisfies this integrability condition.