I tried \plim but that does not work.
\usepackage{amsmath}
\DeclareMathOperator{\plim}{plim}
\begin{document}
$\plim_{n\to\infty} \bar x$
\end{document}
try \DeclareMathOperator* instead of \DeclareMathOperator if you
don't like the place of n->infty
Thanks a lot Joris!