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

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DOI10.1007/S10998-013-2811-9MaRDI QIDQ485541zbMATH OpenOpenAlexFDO

Authors Michel Weber

Publication date 9 January 2015

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

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


zbMATH Keywords

Brownian motionclass test functionsfrequency resultsKubilius modelOrnstein-Uhlenbeck processprime divisor functionquantitative Borel-Cantelli lemmaSakhanenko's invariance principlesmall deviations

Mathematics Subject Classification ID

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


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, sup_{tin I}{|W(t)|over sqrt t} le z, 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.


Review text

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)].


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