Interpolation and extrapolation of stationary stochastic processes has been extensively studied by Kolmogorov, Wiener and Masani, Krein and many others. Rozanov [3] has formulated many of their ...

This paper considers the performance of Lagrange polynomial interpolation and extrapolation of randomly sampled bandlimited functions and processes; the sampling instants $\{t_n \}$ belong to a broad ...