Solution (source code)

= Solution
{c}

The definition of <convergence in probability> is
$$
\boxed{\text{for every }\varepsilon>0,\quad
\mathbb P(|Z_n-Z|>\varepsilon)\longrightarrow0\quad(n\to\infty).}
$$
The variables are defined on a common <probability> space so that these difference events make sense.