On the asymptotic behavior of the increments of a Wiener process (Q803636)

Let \(\{\) W(t): \(t\geq 0\}\) denote a standard Wiener process, and let \(\{a_ T: T>0\}\) be an increasing real function, with \(0<a_ T\leq T\) and such that \(T-a_ T\) is also increasing. Consider certain functionals related to the increments of \(\{\) W(t)\(\}\), e.g. \[ X(T)=\sup_{0\leq t\leq T-a_ T}\sup_{0\leq s\leq a_ T}| W(t+s)-W(t)| /a_ T^{1/2},\quad T>0. \] An integral test has been given which determines whether a given deterministic function is an upper-upper-class (UUC) function or an upper-lower-class (ULC) function of the process \(\{\) X(T): T\(>0\}\) or of certain related processes. The case of multidimensional Wiener processes is also investigated.