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May 23 at 12:07 comment converted from answer Pierfrancesco Alaimo Di Loro in your example, the convergence to 1 occurs because as $n$ increases there is an increasing number of $X_{\ell, n}= 1$. I think this sort of situation can only happen if the double limit is not $0$. What I mean is that, in your example, $X_{\ell, n}\rightarrow 1$ for both $\ell$ and $n$ approaching infinity. What if we further assume that $X_{\ell, n}\rightarrow 0$ for both $\ell$ and $n$ approaching infinity?
Sep 9, 2021 at 19:12 history answered Yuval Peres CC BY-SA 4.0