Assume $A_1, A_2, \cdots$ is an i.i.d sequence of random variables with finite mean and variance. If $A_n$ converges to zero in probability, i.e., $\forall \gamma>0: \lim\limits_{n\to \infty}\mathbb{P}\left(|A_n|\geq\gamma\right)=0$, is the following true? $$\lim\limits_{n\to \infty}\mathbb{P}\left(A_n\geq0\right)=1$$
I think the answer is no and there should be counter examples. Can you help find that?
EDIT: As others pointed out below, my example doesn't meet the iid condition. Sorry about that oversight - looking for another counterexample or a proof.
How about $A_n=-\frac{1}{n}$? Then for any $\gamma>0$, $|A_n|<\gamma$ eventually, and $A_n<0$ for all $n$.