Some ``lim inf'' results for increments of a Wiener process (Q1825512)

Let \(\{\) W(t), \(0\leq t<\infty \}\) be a Wiener process, suppose \(0<a_ T\leq T\) \((T>0)\) and let \[ d(T,t)=(2t(\log (T/t)+\log \log t))^{1/2}, \] \[ I(T,a_ T)=\sup_{a_ T\leq t\leq T}(W(T)-W(T-t))/d(T,t). \] A number of authors studied the lim sup properties of \(I(T,a_ T)\) (as \(T\to \infty)\) and those of similar increment processes. The study of the lim inf properties of these processes is considerably harder. The present paper is devoted to such questions. A typical result is \[ \liminf_{T\to \infty}I(T,a_ T)=-1/(1-(\log a)/4)^{1/2}\quad a.s. \] \[ if\quad a_ T/T\to a\quad (0<a\leq 1). \]