Is it possible that following series of random variables exists?
$\displaystyle P({\omega \in \Omega : lim_{n -> \infty} X_{n}=0})=0.5$
Thx for any help
I think considering $\displaystyle \omega$ or the measurability of the rv's doesn't change much thing... I'll have to give a deeper look into the definition of a tail event but I'm quite tired.
Anyway, I think your example doesn't fit what you want...
Let's assume the rv's are independent.
We want to find $\displaystyle \displaystyle P(\lim_{n\to\infty} X_n=0)$.
We have $\displaystyle \forall \epsilon>0,\displaystyle \sum_n P(X_n>\epsilon)=\sum_n P(X_n=n)=\infty$.
This condition, added to the independence, lets us use Borel-Cantelli's lemma (part II) and we get that $\displaystyle \displaystyle \forall \epsilon>0,P(\limsup_n \{X_n>\epsilon\})=1 \Leftrightarrow \forall \epsilon>0,P(\liminf_n \{X_n<\epsilon\})=0 \quad (\star)$
Now, (for the first equality, we can take $\displaystyle \epsilon \in\mathbb Q^+$ because it's dense in $\displaystyle \mathbb R^+$)
$\displaystyle \displaystyle \begin{aligned} P(\lim_n X_n=0)&=P(\forall \epsilon \in \mathbb Q^+,\exists N\in\mathbb N,\forall n>N,X_n<\epsilon) \\
&=P(\bigcap_{\epsilon\in\mathbb Q^+}\bigcup_{N\in\mathbb N}\bigcap_{n>N}\{X_n<\epsilon\}) \\
&=P(\bigcap_{\epsilon\in\mathbb Q^+} \liminf_n \{X_n<\epsilon\}) \\
&<P(\liminf_n \{X_n<\epsilon_0\}),\text{ for a given } \epsilon_0\in\mathbb Q^+ \end{aligned}$
By $\displaystyle (\star)$, this final probability is 0. Hence $\displaystyle \displaystyle P(\lim_n X_n=0)=0$.
I agree though that this is kind of counterintuitive. So if there's a mistake somewhere just tell me!