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

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

2010-10-14

arxiv.org/abs/1010.2867v1

Mathematics

Probability

Scientific paper

Let $W(t), t\ge 0$ 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 $z>0$, $$ \sup_{t\in I}{|W(t)|\over \sqrt t} \le z, $$ 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.

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