Lower classes of the Riemann-Liouville process (Q627702)

Let \((R_H(t))_{t\geq 0}\) be a Riemann-Liouville process with index \(H>0\). Define its sup-norm statistic by \[ Y(t):=\sup_{0\leq s\leq t}|R_H(s)|,\quad t\geq 0. \] A function \(f\) on \([0,\infty)\) is said to belong to the lower class of \(Y\) provided there is a (random) \(t_0\geq 0\) such that \(Y(t)\geq f(t)\) whenever \(t\geq t_0\). The main aim of the present paper is to characterize functions in the lower class of \(Y\) by an integral test. In this test an (unknown) function \(\varphi\) appears defined by \[ \varphi(\varepsilon):=\mathbb P(Y(1)\leq\varepsilon),\qquad 0<\varepsilon\leq 1. \] Two-sided estimates for \(\varphi\) are known from previous work due to \textit{M. Lifshits} and \textit{T. Simon} [Ann. Inst. Henri Poincaré, Probab. Stat. 41, No. 4, 725--752 (2005; Zbl 1070.60042)].