First, let's acknowledge that if $n=1$ then $P(A_1)=0$, since there are no derangements of a set of order one; and if $n=2$, $P(A_2)=0$, since there is only one derangement of a set of order two. For $n=3$, the derangements of the set {$1,2,3$} are {$2,3,1$} and {$3,1,2$}. Since these are the only examples, and the 1st, 2nd, and 3rd digits are all different, the probability so far is $P(A_3)=1$.
Now take into account $n=4$. The derangements now are
- {$2,1,4,3$}
- {$2,3,4,1$}
- {$2,4,1,3$}
- {$3,1,4,2$}
- {$3,4,1,2$}
- {$3,4,2,1$}
- {$4,1,2,3$}
- {$4,3,1,2$}
- {$4,3,2,1$}
In this example, I think that the chance of picking two derangements that are derangements of each other is $P(A_4)=.5$, since, for example, if 1 is picked, then there is a $\frac{1}{2}$ chance of picking either 5, 6, 8, or 9 from the eight remaining derangements, and I believe the same is found if any other derangement is picked first.
We can define $P(A, n)=\frac{1}{n} \Sigma_{i=1}^n P(A_i)$. What can we expect $\lim_{n\rightarrow\infty}P(A,n)$ to be? If we cut off $n$ at $n=4$, then we get $P(A,4) = \frac{1}{4}(0+0+1+.5) = 0.375$. Can we expect $\lim_{n\rightarrow\infty}P(A,n)$ to converge to zero, or can we expect $\lim_{n\rightarrow\infty}P(A,n)>0$? If a non-zero value of the limit exists, what is it, and how can it be found?