  Under a complex technical condition, similar to such used in extreme value
theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with
stationary increments \xi should be sampled, for the sampled process
\xi(\lfloor\cdot /q(\epsilon)\rfloor q(\epsilon)) to deviate from \xi by at
most \epsilon, with a given probability, asymptotically as \epsilon
\downarrow0. The canonical application is to discretization errors in computer
simulation of stochastic processes.
