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

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

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)

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.

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