Gaussian sample limsup at logarithmic scale

ID: gaussian-sample-limsup-at-logarithmic-scale

For independent standard normal random variables , the displayed limit superior equals two almost surely. The Mills ratio asymptotic gives, for ,
The series converges for and diverges for . The two Borel-Cantelli lemmas, applied at countably many thresholds approaching two, give the result. In particular, the value two is also a threshold exceeded infinitely often, despite being the almost-sure limit superior.

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