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Interpolation of random functions

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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

Mathematics Subject Classification (1991)

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