grandes-ecoles 2022 Q16
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Let $(\Omega, \mathscr{A}, P)$ be a probability space. If $N \in \mathbb{N}^*$ and $p$ is a prime number, we denote by $\nu_p(N)$ the $p$-adic valuation of $N$. For $n \in \mathbb{N}^*$, we define the map $$\psi_n : \mathbb{N}^* \longrightarrow \mathbb{N}^*, \quad x \longmapsto \prod_{i=1}^{n} p_i^{\nu_{p_i}(x)}$$ where $(p_i)_{i \in \mathbb{N}^*}$ is the sequence of prime numbers, ordered in increasing order.
Let $X$ be a random variable defined on $(\Omega, \mathscr{A}, P)$ and taking values in $\mathbb{N}^*$. Show that $$\forall x \in \mathbb{N}^*, \quad P(X = x) = \lim_{n \rightarrow +\infty} P(\psi_n(X) = x).$$