Supporting Arguments:

Brain State Susceptibility: During certain sleep stages, particularly during REM sleep and deep (slow-wave) sleep, the brain exhibits distinct patterns of activity that differ significantly from waking states. REM sleep, known for vivid dreaming, might make individuals more receptive to paranormal experiences or perceptions due to the brain's heightened activity and its similarity to waking consciousness but with a disconnection from sensory input.

Electromagnetic Sensitivity: As the brain shifts into different electrical frequencies during sleep, it may interact differently with ambient electromagnetic fields. Paranormal researchers have often posited that supernatural manifestations or entities could be associated with electromagnetic anomalies. The altered brain states during sleep might thus either detect or attract these anomalies more readily than the waking brain.

Enhanced Perceptual States: The altered consciousness associated with deep sleep and dreams may open perceptual gateways that are normally closed during waking hours. This could mean that during sleep, individuals are not only more likely to experience, but possibly to also report paranormal experiences, such as out-of-body experiences, near-death experiences, or apparitions, which they might rationalize or dismiss in a fully awake state.

Experimental Design: To investigate this thesis, researchers could design experiments where sleep stages and brain activities are monitored in environments with reported paranormal activities. Measuring electromagnetic fields and correlating them with the sleep stages might provide insights into any potential relationships.

Historical and Anecdotal Correlations: Many paranormal encounters are reported to occur at night or in states between sleep and wakefulness (hypnagogic and hypnopompic states). This correlation could be explored further by looking at the specific brain wave patterns during these transitional stages to understand if they are more conducive to experiences categorized as paranormal.