Reconstruction of gaussian processes with an arbitrary number of samples and discrete jitter

The Sampling-Reconstruction Procedure (SRP) of the Gaussian processes with an arbitrary number of samples is considered when all or some of the samples have jitter. The investigation method is based on the conditional mean rule. The optimal error reconstruction function and the basic functions of each sample are calculated in the time domain for some non trivial examples when the type of covariance function and the discrete distribution law of the jitter are changed. The jitter of each sample is independent and has different discrete distribution law. In order to get all the results we apply the operation of the statistical average to the conditional mean and the conditional variance with regard to the random intervals.