Empty sets and characteristic functions

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The sequence of functions $g_n=gX_{\{g>n\}}(x)$ converges to $gX_{\{g>\infty\}}$ as $n$ $\longrightarrow$ $\infty$. The set $\{g>\infty\}$ is equal to $\emptyset$ or to the set $\{g=\infty\}$?

Does the set $\{g>\infty\}$ make sense(in general)?