Any distribution supported on with a mean differing by say from the nearest integer must belong to the set of the previous section for . Thus for large enough the set is a subset of for some positive . According to Theorem 1
for all in . In view of the inequality
and 7 above we find
On the explosion set there is a (random) such that the right hand of this inequality is less than for all . A Taylor expansion of the logarithm thus shows
for all large and all in . Since almost surely the lemma is proved.