Summary
Error bounds for the interpolation of random functions are derived. On contrast to various results in the literature, no additional assumptions such as stationarity are required.
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Dedicated to the memory of Professor Lothar Collatz
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Weba, M. Interpolation of random functions. Numer. Math. 59, 739–746 (1991). https://doi.org/10.1007/BF01385807
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DOI: https://doi.org/10.1007/BF01385807