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On this wikipedia page is stated that over the rational numbers, the shuffle algebra (over a set $X$) is isomorphic to the polynomial algebra in the Lyndon words (on $X$). I was wondering if you can show me a proof of this or give me a reference. Ideally I am looking for an explicit isomorphism between these two algebras.

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This is proven in Theorem 6.3.4 of Hopf Algebras in Combinatorics by Grinberg and Reiner.

They call it "Radford’s theorem on the shuffle algebra" citing Theorem 3.1.1(e) of A natural ring basis for the shuffle algebra and an application to group schemes by Radford where you can find another proof.

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