Small Values of the Maximum for the Integral of Fractional Brownian Motion

We consider the integral of fractional Brownian motion (IFBM) and its functionals ξ _T on the intervals (0,T) and (?T,T) of the following types: the maximum M _T , the position of the maximum, the occupation time above zero etc. We show how the asymptotics of P(ξ _T <1)=p _T ,T→∞, is related to the Hausdorff dimension of Lagrangian regular points for the inviscid Burgers equation with FBM initial velocity. We produce computational evidence in favor of a power asymptotics for p _T . The data do not reject the hypothesis that the exponent θ of the power law is related to the similarity parameter H of fractional Brownian motion as follows: θ=?(1?H) for the interval (?T,T) and θ=?H(1?H) for (0,T). The point 0 is special in that IFBM and its derivative both vanish there.