In what sense and how well do the discrete skeletons Cs approximate the M. C. C as s ↓0 ? We have already seen on several occasions, notably in Theorems 10.2 and 10.4, that results about a d. p. M. C. can be used to obtain the corresponding ones about a c. p. M. C. by suitable approximations. Further illustrations of this method will be given in this section.


Fixed State Discrete Approximation Continuous Parameter Stationary Transition Probability Suitable Approximation 
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Copyright information

© Springer-Verlag OHG. Berlin · Göttingen · Heidelberg 1960

Authors and Affiliations

  • Kai Lai Chung
    • 1
  1. 1.Syracuse UniversityUSA

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