Abstract
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.
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© 1960 Springer-Verlag OHG. Berlin · Göttingen · Heidelberg
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Chung, K.L. (1960). Discrete approximations. In: Markov Chains with Stationary Transition Probabilities. Die Grundlehren der Mathematischen Wissenschaften, vol 104. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-49686-8_30
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DOI: https://doi.org/10.1007/978-3-642-49686-8_30
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