A constructive proof of the phase-type characterization theorem
arXiv:1502.005215 citationsh-index: 34
Originality Synthesis-oriented
AI Analysis
Provides a more accessible proof and constructive method for a known theorem in probability theory, but the result is incremental.
The paper provides a simpler, constructive proof of O'Cinneide's characterization theorem for phase-type distributions, including a procedure to construct the representation when conditions are met.
The paper presents a new proof of O'Cinneide's characterization theorem. It is much simpler than the original one and constructive in the sense that we not only show the existence of a phase type representation, but present a procedure which creates a phase type representation. We prove that the procedure succeeds when the conditions of the characterization theorem hold.