Prove that event will happen an infinite number of times

exponential distributionprobabilityprobability theoryrandom variablesstatistics

I want to prove that if $X_n$ is sequence of collectively independent exponential random variables and $\mathbb{E}(X_n) = 1$ than $$\text{event }\{X_n\le\ln{n}+\ln{\ln{n}}+\ln^2{\ln{\ln{n}}}\}\text{ will happen an infinite number of times.}$$ May somebody can help me? I would be grateful.

Best Answer

This is simple application of Borel Cantelli Lemma. If $\sum P(X_n \leq a_n)=\infty$ then $X_n \leq a_n$ holds infinitely often with probability $1$. So you only have to check that $\sum [1-e^{-(\ln n+ \ln \ln n +\ln^{2} \ln \ln n)}]=\infty$. Can you check this? [The general term of this series does not tend to $0$].