A lim inf result for the increments of the Wiener process under the \(L_ 2\)-norm (Q1898841)

Let \((W(t),\;t \geq 0)\) be a standard Wiener process. The main result consists in the analytical computation of the almost sure lower limit for the integral of the square of the increments of the considered process in the following manner: \[ \liminf_{T \to \infty} {\log \log T\over T^2} \int^{T-a(T)}_0 (W(t + a(T)) - W(t))^2 dt, \] where \(a(T)\) is a nondecreasing function with \({1\over T} a(T) \to \rho \in (0;1)\). This result is an extension of a result obtained by \textit{W. V. Li} [ibid. 92, No. 1, 69-90 (1992; Zbl 0741.60079)].