In recent works, rational interpolation has been applied with success to ma
ny performance functions in stochastic discrete-event systems (DES's). In t
his paper, we consider the issue of convergence of rational interpolants. W
e show that, for some performance functions in DES's, the convergence of ra
tional interpolants is at least geometrically fast. An error bound for rati
onal interpolation on integer points has also been obtained.