Lower classes for fractional Brownian motion (Q1908211)

The main result is an integral test, which characterizes the lower classes of fractional Brownian motion. This is a generalization of \textit{K. L. Chung}'s test [Trans. Am. Math. Soc. 64, 205-233 (1948; Zbl 0032.17102)] for the lower classes of standard Brownian motion. In the derived integral test for fractional Brownian motion \(B\), the asymptotics of the `small ball function' \(\varphi (\theta) = P (\sup_{s < 1} |B_s |\leq \theta)\) (which are not precisely known) play an important role. Combining this result with estimates of \(\varphi\) derived by \textit{P. Monrad} and \textit{H. Rootzén} [Probab. Theory Relat. Fields 101, No. 2, 173-192 (1995; Zbl 0821.60043)] implies the law of the iterated logarithm for \(B\) derived by Monrad and Rootzén in the same paper. The backbone of the proof is similar to Chung's, but the dependence between increments of fractional Brownian motion yields some additional difficulties.