A note on lim infs for increments of a fractional Brownian motion (Q1280255)

The main result of the paper is: Theorem 1. Let \(\{X(t),t\geq 0\}\) be a fractional Brownian motion of order \(2\alpha\) with \(0<\alpha<1\), \(a_T\) \((0<a_T\leq T)\) be a function of \(T\) satisfying \[ \lim_{T\to\infty} (T/a_T)/\log\log T=\infty\qquad (T\to\infty). \] Then we have \[ \liminf_{T\to\infty} \gamma (T) \sup_{0\leq t\leq T-a_T} | X(t+a_T) -X(t)| =1 \quad \text{a.s.} \tag{1} \] and \[ \liminf_{T\to \infty} \gamma (T) \sup_{0\leq t\leq T-a_T} \sup_{0\leq s\leq a_T} | X(t+s)-X(t)| =1 \quad \text{a.s.} \tag{2} \] where \(\gamma(T)=a^{-\alpha}_T\{2(\log T/a_T-\log\log\log T)\}^{-1/2}\).