Prove that this doesn't converge almost surely to 0 Suppose we have $X_n$ a random variable, that can take two values:
$X_n =
\begin{cases}
0,  & \text{with probability 1 - $\frac{1}{2n}$,} \\
n, & \text{with probability $\frac{1}{2n}$} \end{cases}$
Does $X_n$ converge almost sure to $0$? I don't need a rigorous proof, but I would like to have an intuition for why it doesn't converge almost surely to 0.
 A: Just use the contrapositive Borel Cantelli Lemma, which says that if your events $A_i$ are independent and $\sum_i P(A_i)=\infty$ then $A_i$ occur infinitely often. In this case, pick $A_i=\{X_i>1\}$. Can you finish it from here? 
For "intuition," $X_n$ grows too fast with high probability. If you want, modify $P(X_n=n)=\frac{1}{2n}$ to $P(X_n)=\frac{1}{2n^2}$  [and modify $P(X_n=0)=1-P(X_n)$].. Now apply the usual Borel Cantelli to conclude in this case that $X_n$ converges to $0$ almost surely.
A: You can't prove it because $X_n$ could either converge to zero almost surely or not.  You haven't provided enough information.
As has already been pointed out if the $X_n$ are independent then the fact that $X_n = n$ infinitely often with probability one follows from the second Borel-Cantelli lemma.  However, we could let $U \sim$ uniform$(0, 1)$ and set $X_n = n$ if $U < 1 / 2n$.  Then our sequence satisfies the conditions of the problem and $X_n \to 0$ almost surely.
A: Can i just pick for example a $n=4$ and then i write:
for $i \ge 4$ we have:
$X_i =
\begin{cases}
0,  & \text{with probability $\frac{7}{8}$,} \\
4, & \text{with probability $\frac{1}{8}$} \end{cases}$
and then obviusly $\lim_{n \rightarrow \infty} Prob( \lvert x_i\rvert > \varepsilon, \forall i \ge 4) \neq 0 $ ??
