On almost sure convergence of the quadratic variation of Brownian motion

We study the problem of a.s. convergence of the quadratic variation of Brownian motion. We present some new sufficient and necessary conditions for the convergence. As a byproduct we get a new proof of the convergence in the case of refined partitions, a result that is due to Lévy. Our method is based on conversion of the problem to that of a Gaussian sequence via decoupling.