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For every \\(n\\in N\\) two numbers \\(d_ n>h_ n>0\\) and a sequence \\((x^ n_ i:\\) \\(i\\in N)\\) are chosen such that \\(\\cup_{i}B(x^ n_ i,h_ n)=E\\), where \\(B(x,h)=\\quad \\{y:\\quad d(x,y)<h\\}.\\) One defines \\(\\sigma^ n_ 1=\\inf \\{t: X(t)\\not\\in B(x^ n_ i,d_ n)\\}\\) on \\(X_ 0\\in B(x^ n_ i,h_ n)\\) and \\(\\sigma^ n_ k\\), \\(k\\in N\\), the iterations of \\(\\sigma^ n_ 1.\\)    Let \\(X^ n\\) be the regular step process with parameters \\(\\Pi_ n(x,dy)=P^ x{\\mathbb{O}}X(\\sigma^ n_ 1)^{-1}\\) and \\(q_ n(x)=E^ x(\\sigma^ n_ 1)^{-1}\\). \\textit{T. Watanabe} [Proc. Jap. Acad. 38, 397- 401 and 402-407 (1962; Zbl 0158.359)] has proved that the resolvents of \\(X^ n\\) converge to the resolvents of X. The main result of the paper is that under some supplementary assumptions on X, \\(P_ n^{\\mu}\\to P^{\\mu}\\) in the Skorokhod topology.    The idea of the proof is the following: if \\(\\tau^ n_ k\\), \\(k\\in N\\), are the jumping times of \\(X^ n\\), then obviously \\((X(\\sigma^ n_ k)\\), \\(k\\in N)\\) and \\((X^ n(\\tau^ n_ k)\\), \\(k\\in N)\\) are identically distributed. Then a crucial lemma expresses the following intuitive idea: If \\(k_ n\\) is chosen such that \\(k_ nE^ x(\\sigma^ n_ 1)\\sim t\\), then \\(\\sigma^ n_{k_ n}\\sim t\\) and \\(\\tau^ n_{k_ n}\\sim 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