Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-201/4/d/solution

Fix an integer and consider the independent increments
For fixed these are independent and identically distributed random variables with the normal distribution , so . The second Borel-Cantelli lemma gives for infinitely many , almost surely. Intersecting these probability-one events over the countably many preserves probability one.
On any path in this intersection, uniform continuity on would give some such that whenever . Choosing with contradicts the existence of an increment . Therefore Brownian paths are not uniformly continuous on the half-line:
The event is measurable: for continuous paths, uniform continuity can be tested by countably many pairs of nonnegative rational numbers and tolerances . Brownian motion has uniform continuity on every compact time interval, but almost surely fails it on the whole half-line.

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