Empirical Transfer Operators and Finite-Sample Change Detection for Noisy Expanding Interval Maps
arXiv:2606.06785v1 Announce Type: new Abstract: We study finite-sample change detection for one-dimensional noisy dynamical systems using partition-based empirical approximations of stationary behaviour. Given observations from an interval-valued process, we partition the state space, estimate a finite transition matrix from observed transitions between partition elements, and apply a small Doeblin-type regularisation to ensure a unique stationary distribution. From an initial reference segment, we compute a baseline empirical stationary distribution (widehat{pi}_{0,rho}). For each later sliding window, we compute (widehat{pi}_{t,rho}) and […]