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.
KeywordsFixed State Discrete Approximation Continuous Parameter Stationary Transition Probability Suitable Approximation
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