Brownian fluctuations exceed the square-root scale
ID: brownian-fluctuations-exceed-the-square-root-scale
At integer times, has the same standard normal distribution for every . The event that its limit superior exceeds a fixed finite level is a tail event of the independent unit-time Brownian increments, since changing any finite initial segment contributes only a term tending to zero. The Kolmogorov zero-one law applies. Its probability is positive because each fixed-time exceedance has the same positive probability, giving a positive probability of infinitely many exceedances by the decreasing union-of-tail-events argument. Thus its probability is one. Intersecting over integer levels proves the stated divergence, without the lower iterated-logarithm bound.
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