Instants of small amplitude of Brownian motion and application to the Kubilius model (Q485541)

The author studies the size of the time intervals \(I\) which are admissible for the long range of slow increase for a standard Brownian motion \(W(t)\), \(t\geq0\), namely, given a real number \(z>0\), \(\sup_{t\in I} | W(t)| /\sqrt{t} \leq z\). Intervals of type \(I=[e^k,e^kf(e^k)]\), \(k=1,2,\ldots\), are considered with non-decreasing functions \(f\) having some regularity properties. The study made could be extended to more general cases, but this aspect is not developed. The author obtains optimal results in terms of class test functions and, by means of the quantitative Borel-Cantelli lemma, a time frequency result concerning their occurrences. Some of these results are extended to sums of independent random variables by means of Sakhanenko's invariance principle. The author transfers the results to the Kubilius model, deriving applications to the prime number divisor function. Further, he can find some refinements of the recent results due to \textit{K. Ford} and \textit{G. Tenenbaum} [Stat. Probab. Lett. 78, No. 1, 84--89 (2008; Zbl 1133.60322)].