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

DOI10.1007/S10998-013-2811-9zbMATH Open1313.60146arXiv1010.2867OpenAlexW2167592060MaRDI QIDQ485541FDOQ485541

Authors: Michel Weber 

Publication date: 9 January 2015

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Abstract: Let $W(t),tge0$ be standard Brownian motion. We study the size of the time intervals $I$ which are admissible for the long range of slow increase, namely given a real $z>0$, ${\displaystyle }$ sup_{tin I}{|W(t)|over sqrt t} le z, ${\displaystyle }$ and we estimate their number of occurences. We obtain optimal results in terms of class test functions and, by means of the quantitative Borel-Cantelli lemma, a fine frequency result concerning their occurences. Using Sakhanenko's invariance principe to transfer the results to the Kubilius model, we derive applications to the prime number divisor function. We obtain refinements of some results recently proved by Ford and Tenenbaum.

Full work available at URL: https://arxiv.org/abs/1010.2867

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zbMATH Keywords

Ornstein-Uhlenbeck processBrownian motionsmall deviationsclass test functionsfrequency resultsKubilius modelprime divisor functionquantitative Borel-Cantelli lemmaSakhanenko's invariance principle

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17)

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Cited In (2)

• Small deviations for time-changed Brownian motions and applications to second-order chaos
• Brownian cuboid and its geometric characteristics

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