Approximation of random fields by generalized linear splines
Matematičeskie zametki, Tome 63 (1998) no. 5, pp. 690-696.

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We consider the problem of reconstructing stochastic processes or stochastic fields from their known values on a finite grid. This problem is stated and solved in a sufficiently general setting; it is shown that even in the simplest case of approximating a stochastic process by generalized linear splines, the tail of the distribution of the approximation error normalized in an appropriate way decreases exponentially.
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S. A. Egishyants; E. I. Ostrovskii. Approximation of random fields by generalized linear splines. Matematičeskie zametki, Tome 63 (1998) no. 5, pp. 690-696. http://geodesic.mathdoc.fr/item/MZM_1998_63_5_a6/

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