Here's a question on probability theory from a layman (I'm a game theorist). It is very likely that the question will be a straightforward matter for someone who is a probability theorist. I guess I'm missing a very standard technique that could be used to address the problem. Any ideas would be very helpful! Thank you all very much in advance.

Consider a stochastic process $X_{t}$ taking values in the set $\{0,1\}$ according to the probability measure $\mu$. Let $$Y_{t} = \mu\left(\limsup_{T \rightarrow \infty}\frac{1}{T}\sum_{t = 0}^{T - 1}X_{t} \geq \frac{1}{2}\mid X_{0},\dots,X_{t - 1}\right).$$ We know that $$\mu(X_{t} = 1 \mid Y_{t} < \epsilon) > 1 - \epsilon.$$ We believe (but unable to prove) that $$Y_{t} = 1\text{ for every }t,\,\mu\text{-almost surely.}$$

This might have to do with Levy's zero-one law...

Thanks again for your help!

P.S. My apologies for an earlier post that did not meet the standards of the forum.