I seem to recall hearing something like this from one of my professors last year.
Trying to be a little bit more succinct, does there exist a sequence $\{a_n\}_{i=0}^\infty$ such that $(\prod_{n=0}^\infty a_n) \ne 0,$ where $ \forall n,$ $ a_n \in (0,1)$?
It seems very counterintuitive, since if $\forall n, a_n = 1-\epsilon$, with arbitrarily small $\epsilon > 0$, the product still converges to zero, but I suppose if the sequence converges really quickly to $1$, it might be possible to come up with such an example. Is it?
Yes, such a sequence does exist. It is easy to come up with such a sequence by thinking instead about the sequence of partial products. Given any descending sequence $(b_n)$ of elements of $(0,1)$, if you define $a_0=b_0$ and $a_n=b_n/b_{n-1}$, then each $a_n$ will be in $(0,1)$ and $b_n$ will be the $n$th partial product $\prod_{i=0}^n a_i$. So if you take $(b_n)$ to be any descending sequence of elements of $(0,1)$ converging to some $b>0$, this gives a sequence $(a_n)$ whose product is nonzero.